In finance, many common calculations are more or less just linear algebra – but at a massive scale and done very fast. Our team developed a portfolio analysis framework for the Aladdin Wealth™ platform, which depends heavily on linear algebra to compute factor risk and achieves significant scale with 15+ million portfolios analyzed daily in batch and 3+ million over API.

However, we've also learned that achieving significant scale and delivering quality products to clients takes more than just efficient code. We've discovered key lessons in our development journey, including the importance of trimming your computational graph, storing data in multiple formats, evaluating technology choices on a total cost basis, leveraging open source, and considering multiple dimensions of modularization. We'll be exploring these topics and other insights in this talk.