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“Using NumPy considerably reduces the execution time to about 88 milliseconds. However, there is even a package specifically dedicated to this kind of task. It is called numexpr, for “numerical expressions.” It compiles the expression to improve upon the performance of the general NumPy functionality by, for example, avoiding in-memory copies of ndarray objects along the way:”
― Python for Finance: Mastering Data-Driven Finance
― Python for Finance: Mastering Data-Driven Finance
