Tag: NumPy
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Vectorized Order Book Processing: 5x Faster HFT Signals
Cut order book signal latency by 5x with NumPy vectorization. Real benchmarks on Binance L2 feeds, iceberg detection, and multi-asset correlation.
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Self-Attention from Scratch: NumPy vs PyTorch Implementation
Build self-attention from scratch using NumPy and PyTorch. Compare implementations, understand matrix operations, and master transformer architecture.
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NumPy Vectorization Cuts Cointegration Test Time by 8x
Nested loops in cointegration tests killed my backtest speed. NumPy matrix ops cut 47 seconds to 5.8 seconds โ here's the exact vectorization pattern.
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5 NumPy Tricks That Cut Portfolio Backtest Time by 10x
Cut backtest runtime from 45 minutes to 4 with stride tricks, vectorized position logic, and array broadcasting. Real before/after benchmarks.