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« How does it handle [multi-source] joins ? » is the obvious next question.

In memory, and if larger than memory it makes .duckdbtmp files to work from

So when you start doing crazy joins, a NVMe + big amount of RAM will really help DuckDB, in its work. Right?

correct!

And preferably a good nvme (not a cheap one without a DRAM cache) and good ram.