Depends on the kind of data. Check out cartopy, descartes, rasterio, geopandas.
Like in the article. If you have a problem that takes 11 days to run in QGIS, then you shouldn't be using QGIS, but a tool that is designed for processing large amounts of data. 1-2 million points might be a lot from a GIS tools perspective, but is absolutely nothing from a big data/HPC perspective, so be sure to check what those guy are doing.
As a general rule always try to ask yourself, what am I actually trying to do, mathematically, and then ask how would someone go about solving that math problem, if you didn't tell them it was a GIS problem?
Much of raster analysis, for example, is just a combination of matrix math and convolutions. So look up how the numerical analysis people do matrix math and convolution on huge matrices. In python, for example, you have tools like numexpr for fast elementwise transformation of matrices and via numpy/scipy you can call BLAS and LAPACK. If you're dealing with rasters that don't fit in memory take a look at solutions like Dask.
Same principle applies when dealing with vector data. Many problems are 'just' graph theory, so find out which library that graph theory people use to solve that sort of problem on large graphs and use that instead. Or if a problem reduces to a line/polygon intersection problem, well that's just raycasting, and the games industry has spent a lot of effort in making that really really fast.
Finally, learn to use the underlying libraries from the command line and scripts rather than via the GUI and how to divide that work across several processors/machines. GDAL + GNU parallel from the command line will transform 1000 rasters faster than QGIS could ever hope to do.