Module 7Performance LabLesson 6 of 718 min
Performance Mindset
Algorithm first, allocations, release builds, profiling instincts.
Checklist for quant Rust
- Better algorithm beats micro-opts
- Avoid allocs in hot loops — reuse buffers
- Iterators often auto-vectorize
- cargo run --release locally (big vs debug)
- Do not lock inside every path
- f64 until fixed-point needed for cash
Playground note
Online runner is constrained; heavy MC may time out — reduce N.
Challenge
Preallocate with Vec::with_capacity when building a large series.
Tips
- Measure before optimizing
- Release mode matters
- Cache-friendly layouts help
Try it live
Performance MindsetRust 2021
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Output
Press Run to compile and execute.