For the past 7 weeks I worked on my first Proof-Of-Concept (POC) for a financial system corporation.
"Time is money". That old saying is as relevant as ever in the modern financial service markets. Complex, real-time, and algorithmic trading are constantly pushing the envelope of that phase.
Continuing with the GaussianRand example, a 1.5x gain is nice but were there additional opportunities for performance gains? Of course there were!
Now we’ll take a look at optimizing something more interesting and complex. Since we can’t show much of the customer source we work on, we’ll look at some public domain code from the internet, spe