pydata/pandas — pull request #7627 by immerrr (2014-07-01 05:45:02+00:00)
Title: (WIP) PERF: optimize MultiIndex.from_product

This PR speeds up MultiIndex.from_product employing the fact that operating on categorical codes is faster than on the values themselves.

This doesn't work yet (two test failures I am still to fix), but yields about 2x improvement in the benchmark.