Performance Profiling and Bottlenecks
Profiling identifies where time is actually spent so optimisation efforts focus on real bottlenecks, not guesses.
Explanation
Profiling tools and timing metrics reveal hotspots in pricing and risk runs, such as repeated interpolations or slow loops.
The biggest gains often come from vectorisation, caching reusable artefacts, or batching operations across trades.
Any optimisation must be validated against regression tests to ensure numerical behaviour remains within acceptable tolerances.
performanceprofilingbottlenecksoptimisation
Interactive visualisation
Performance profiling and bottlenecks
Optimise what is measured, not what is guessed.
Trades
500
Assumed hotspot
Apply optimisations
Estimated runtime
184 ms
Any optimisation must pass regression tests. Speed without behavioural control is a production incident.
Interpolation 49%
Loops 27%
I/O 11%
Allocation 14%
Interpretation
- Profiling tells you where time is actually spent.
- Big wins usually come from caching, batching, and removing repeated work.
- Numerical behaviour must remain controlled under regression tests.