Looks like you're using global variables, which is the first no-no of Julia performance:
http://julia.readthedocs.org/en/latest/manual/performance-tips/ On Sun, Feb 16, 2014 at 3:02 AM, Pithawat Tan Vachiramon <[email protected]>wrote: > I've been testing out performance of simple Monte Carlo simulation for a > call option, basically generating random samples of outcome and taking a > mean. I did this with vectorization and also in a loop. What I found is > that Julia is *way* slower than Matlab or numpy: > > Julia > Vectorized: 50.16s > Loop: 358.6s > > Matlab > Vactorized: 6.6s > > Numpy > Vectorized: 10.31s > > The codes are in here: > > http://pithawat.com/post/monte-carlo-simulation > http://pithawat.com/post/first-brush-with-julia > > Anyone care to explain why? >
