Bjorn Stiel: Making Python parallel, distributing Monte Carlo with Celery

Abstract

Celery is a distributed task queue for Python that is used in production systems to process millions of tasks a day. Celery scales easily which makes it an ideal platform for running computationally expensive Monte Carlo simulations. This talk is a hands-on introduction to Celery. You’ll learn what Celery is, what infrastructure it requires and how easily you can speed up calculation times by distributing Monte Carlo simulations across multiple nodes.

Bio

Bjorn Stiel is a backend architect, Python developer and Celery specialist with 10+ years experience under his belt. He is co-founder and Partner at Zoomer Analytics LLC, a Zurich-based consulting boutique specialised in building Python apps for hedge funds and asset managers - also known as the company behind xlwings, a popular open-source package to make Python work with Excel. In his former life, Bjorn was a Quant Developer and Commodity Index Trader at UBS Investment Bank in London.