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I'd be the last to put the brake on your sage enthusiasm ... and I can't answer your question on SAGE cloud usage ... so, admittedly my answer is kind of unrelated to this forum ... but if you are really up to writing scientifically competitive numerical Monte Carlo production code including - as your question suggests - parallelism, i.e. most likely code that makes use of MPI, then, to my humble understanding you may want to reconsider, if a CAS like sage is really what you want to use for that - before you get stuck. Surely you can try doing your best at using essentially the C(P)ython subset of sage including libs like mpi4py. But even then - and I have lots of examples for that - it is very very likely, that your MC code will perform poorly, to say the least, as compared to any straightforward C++ implementation.