Dev Tools · 1h ago
From 140ms to 4µs: Python-to-Rust rewrite slashes simulation time
A small ML lab cut its market simulation latency from 140ms to 1-5ms per window by replacing Python/Pandas with Rust and C++. The rewrite enabled tick-level simulations that were previously infeasible, reducing experiment runtimes from hours to minutes. The team achieved 4-40µs per window on a high-clock CPU using incremental state updates and AOT-compiled models.
Meridian48 take
The dramatic speedup is impressive, but the real story is how language choice can bottleneck algorithmic research — and that Rust's complexity paid off for compute-bound workloads, not just latency-sensitive trading.
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From Python/Pandas to Rust/C++: taking our tick simulation from 140ms to microseconds per window →
DEV Community
rustperformance-optimization