https://taktcycles.com/notes/ Technical notes from TAKT on the speed and reproducibility of numerical code. Each one shows its measurements and, where possible, a script to check them on your own machines. en Mon, 12 Oct 2026 00:00:00 +0000 https://taktcycles.com/notes/quantlib-glibc-last-digits.html https://taktcycles.com/notes/quantlib-glibc-last-digits.html Mon, 12 Oct 2026 00:00:00 +0000 The same official QuantLib 1.43 wheel prints different last digits on glibc 2.28 than on 2.39 and 2.41, because it calls the system's exp, log and pow. https://taktcycles.com/notes/lightgbm-permutation-importance.html https://taktcycles.com/notes/lightgbm-permutation-importance.html Mon, 12 Oct 2026 00:00:00 +0000 Permutation importance runs one full prediction per feature and repeat. Which settings make it faster with the same result, and which ones change the result. https://taktcycles.com/notes/numpy-avx512-backtest.html https://taktcycles.com/notes/numpy-avx512-backtest.html Fri, 09 Oct 2026 00:00:00 +0000 On AVX-512 CPUs numpy rounds about one log or exp in twenty differently, and the widely quoted way to switch that off stopped working in numpy 2.4. https://taktcycles.com/notes/python-talib-performance.html https://taktcycles.com/notes/python-talib-performance.html Thu, 08 Oct 2026 00:00:00 +0000 Before speeding up TA-Lib in a Python backtest, measure how much of the run it takes, and read what published speed-ups actually cover. https://taktcycles.com/notes/harness-rust.html https://taktcycles.com/notes/harness-rust.html Thu, 08 Oct 2026 00:00:00 +0000 Compare two builds of a Rust program with interleaved runs, hardware counters and an output check, using the open-source takt-harness.