cupy VS awesome-quant

I did not expect anything interesting, but this is actually cool.

> A full implementation of the NumPy API. Not something "NumPy-like" — just literally the NumPy API, with the same functions and the same arguments.

I suppose it's like https://cupy.dev/

What was the difference in runtime performance, and did you try CuPy?

https://github.com/cupy/cupy :

> CuPy is a NumPy/SciPy-compatible array library for GPU-accelerated computing with Python. CuPy acts as a drop-in replacement to run existing NumPy/SciPy code on NVIDIA CUDA or AMD ROCm platforms.

Projects using CuPy:

It's more effort though. You will likely have to format your data in specific ways for the GPU to efficiently process it. I've done this kind of thing with PyTorch tensors, but there are also math-specific libraries like CuPy. If you only have millions, Numpy should be fine.

I'd also recommend checking out CuPy which aims to fully re-implement the Numpy api for CUDA GPUs, while taking advantage of Nvidia's specialized libraries like cuBLAS, cuRAND, cuSOLVER etc. The tradeoff being that it only works with Nvidia GPUs.

u/Spataner's answer is great. If you WANT GPU-enabled numpy functions, I would check out CuPy: https://cupy.dev/

Not sure how VS Code is relevant here as it's just you IDE, shouldn't have any influence on this. Now, seeing as you're using numpy (which has no gpu support), you could try and use something like CuPy in place of numpy. I'm not sure about the interoperability because I've never used this myself, but if you're lucky it could be as simple as just replacing all numpy calls with the same CuPy calls (or replacing all import numpy as np with import cupy as np ).

Cupy replicates the numpy and scipy APIs but runs on the GPU.

For that, you can use cupy[0], PyTorch[1] or Tensorflow[2]. They all mimic the numpy's API with the possibility to use your GPU.

[0] https://cupy.dev/

No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant

Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.

Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.

This is a good list https://github.com/wilsonfreitas/awesome-quant

also, what are the best quanty python packages that you like to see an applicant use? there are so many. https://github.com/wilsonfreitas/awesome-quant

If the financial analyst does not have a (possibly piecewise) software function to at least test with backtesting and paper trading, do they even have an objective relative performance statistic? Your notebook or better should also model fees and have a parametrizable initial balance.

Here's the awesome-quant link directory: https://github.com/wilsonfreitas/awesome-quant

A curated list of libraries, packages and resources for Quants\ (0 comments)