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Parfun real life examples#638

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gxuu wants to merge 1 commit intofinos:mainfrom
gxuu:mar-scaler-examples
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Parfun real life examples#638
gxuu wants to merge 1 commit intofinos:mainfrom
gxuu:mar-scaler-examples

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@gxuu gxuu commented Mar 25, 2026

READY FOR REVIEW.

Example code belongs to zimeng; I merely tuned the parameter a bit and removed the over-parallelism.

@gxuu gxuu force-pushed the mar-scaler-examples branch 5 times, most recently from f6f17ab to 0b3299c Compare March 26, 2026 00:48
@gxuu gxuu marked this pull request as ready for review March 26, 2026 00:48
"par_time = time.time() - start\n",
"\n",
"print(f\"Parallel runtime: {par_time / 60:.2f} minutes\")\n",
"print(f\"Speedup: {seq_time / par_time:.2f}x\")"
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When running within the notebook, the speedup is consistently around 1.2x; while running locally on a 4 core machine gives a consistent speedup of 1.5x.

The aforementioned 4 core machine a.k.a my laptop has a past history of not able to correctly showcase the performance improvement with parfun.

@gxuu gxuu force-pushed the mar-scaler-examples branch 2 times, most recently from b26f833 to 1d0c8f1 Compare March 26, 2026 23:30
@gxuu gxuu changed the title Deep American Option Parfun example Parfun real life examples Mar 26, 2026
@gxuu gxuu force-pushed the mar-scaler-examples branch from 1d0c8f1 to 54291cf Compare March 27, 2026 01:21
"[INFO]2026-03-27 07:35:09+0800: VanillaInformationController: exited\n",
"[INFO]2026-03-27 07:35:09+0800: ObjectStorageServer: stopped by user\n",
"Parallel: 11.96s\n",
"Speedup: 0.98x\n"
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@gxuu gxuu Mar 27, 2026

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Bad speedup comes from mostly the fact that the sequential method completes fast. We should consider removing this example entirely. As a) it's not a real life scenario that we calculate with fixed beta and b) the easiest way of increasing execution time would be to increase number of iterations which makes no significant improvement from a Quant point of view.

@gxuu gxuu force-pushed the mar-scaler-examples branch from 54291cf to 9efd05f Compare March 27, 2026 01:26
Signed-off-by: gxu <georgexu420@163.com>
@gxuu gxuu force-pushed the mar-scaler-examples branch from 9efd05f to 13e44ae Compare March 27, 2026 01:37
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