This post explores different options in Python for calculating the market value percent of a sector in an ETF. It discusses trade-offs between methods such as threading, multiprocessing, C++ wrappers, and numpy. The author highlights that numpy is the winner due to its performance, controls, safeguards, and features.
Table of contents
Think Like an Octopus (in Python)Executive SummaryProblem SetupExamining ApproachesIterative ApproachThreading ApproachMultiprocessing ApproachMultiprocessing Approach With Fixed WorkersC++ Wrappers and Recreating the WheelnumpyThird Party LibrariesConclusion25 Impressions