Python vs. C++ Option Pricing Speed Test

[@KurtGodel-po3zl]

Interesting and not surprising. C/C++ is the speed demon. Python is a cool language with many useful aspects to it, but when you need fast and efficiency code, you gotta stick with the OG languages

[@moquant]

For sure, I mostly mix C with Python these days

[@adventureswithaustin11]

bro this is so awesome im learning python in school rn great video
very cool to see c++ haha and python XD

[@AbdMan28]

Good job Mohammed👌

[@moquant]

@@AbdMan28 Thank you!

[@TheCircuitLeague]

Milliseconds would be useful to print for things that take less than ~10seconds

[@moquant]

True that

[@Ray88G]

How would Rust compare to C++

[@moquant]

I have never programmed in Rust

[@Ray88G]

@@moquant What is the actual reason on why C++ is so fast when compared to Python ?

[@moquant]

@@Ray88GC++ is lower level meaning it is closer to machine code than Python. Python is slower because there is a lot of tasks going on even if there are only a small amount of lines of code

[@comproprasad6438]

where is the source code link?

[@moquant]

github.com/MoQuant/IV