This is a checklist for network optimisation in azure, I will keep this list updated
Use accelerated Networking
Virtual machines must be created with Accelerated Networking enabled. This feature cannot be enabled on existing virtual machines. You can follow the steps below to enable accelerated networking
https://docs.microsoft.com/en-us/azure/virtual-network/create-vm-accelerated-networking-powershell
Use Receive Side Scaling (RSS) can reach higher maximal throughput
RSS may be disabled by default in a Windows VM. To determine whether RSS is enabled, and enable it if it’s currently disabled, complete the following steps:
https://docs.microsoft.com/en-us/azure/virtual-network/virtual-network-optimize-network-bandwidth
Perform a network latency test
Perform a network latency test from the local machine
Check which datacentre is better and closer
http://azurespeedtest.azurewebsites.net/
Perform a deeper network latency test from the local machine
Used to profile and measure Windows networking performance, NTttcp is one of the primary tools Microsoft engineering teams leverage to validate network function and utility, especially if you have to test from a VM in the on-premise environment.
https://gallery.technet.microsoft.com/NTttcp-Version-528-Now-f8b12769
AzureLeap – Azure Networking Troubleshooting Guideline
This is a troubleshooting guideline for Azure networking
http://ninocrudele.com/microsoft-azure-networking-troubleshooting-guideline