ronniec95/black_scholes

beautiful code and beautiful article about it

Opened this issue · 4 comments

I just read your article about:
https://medium.com/@mushfaqueronniechowdhury/probably-the-fastest-black-scholes-pricer-in-world-34103e97f7eb

Thank you for enlightening me with some math I otherwise wouldn't be able to understand without your article.

You are a super-hero.

Thanks man. I'm going to write a few more articles on simd coding as it's quite a mystery topic for a lot of people and I think the wide library makes a bit more accesible

Dumb question: what's SIMD support like for the instructions you use on Apple M1/M2 (aarch64/ARM64)? This is all x86_64 optimized/specific right?

Dumb question: what's SIMD support like for the instructions you use on Apple M1/M2 (aarch64/ARM64)? This is all x86_64 optimized/specific right?

Assuming we're talking about Lokathor/wide the current README implies it can use aarch64 intrinsics now.