Why Vectorize Your Code?

This video is meant as a companion to the recent videos in the series of how to vectorize the implied volatility calculation so as to be able to process several option contracts at once. But it also supports some ideas we’ve used in the post where I have mentioned that writing code in a vectorized manner will speed up the calculation. As I said in the introduction, this is more for the sake of completeness as I just wanted a live demonstration of the performance benefits one can get structuring code in this way.

Videos referenced:

Probability of making 50% on a short option trade: https://youtu.be/yGlkRpqMDVk
Why Newton's Method Might Fail (Part 1): https://youtu.be/Q6COHive9CY
Why Newton’s method might Fail (Part 2): https://youtu.be/1UXDpPrAyl0

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