Knuth, Amdahl: I spurn thee! by Jason McGuiness

High-Frequency Trading (HFT) and low-latency trading are becoming one of the few preserves of C++. The fact that it is amenable to extensive optimisation, including micro-optimisations, has made it highly effective, some of the major trading systems are hybrid FGPA/C++ solutions or native C++ solutions.

By popular demand this talk will be an updated version of that given at ACCU 2017! I shall provide an analysis of some micro-optimisation techniques that have been successfully used, but also an investigation of the pitfalls that may arise. For example: Performance anomalies lead to a discovery of quirks in generated assembler due to different compiler versions. Exactly what is static branch-prediction, and how is it (ab)used? Why is counting the number of set bits of the remotest interest? And the "curious case of the switch-statement" will be investigated. How fast can one create a FIX message (involving adventures in std::memcpy!)?

About our Speaker
Jason is a contract programmer in C++ on Linux. With over 15 years experience, including programming prototype super-computers, but mainly in finance, now focusing on low-latency and HFT software, their architectures and the issues arising from them. I am also actively involved with the UK C++ Panel and the ACCU to maintain my skill-set.

Schedule
7.00 - ~7:20: Networking & Pitches
~7:20 - 8.30: Talk - starting slightly later than usual to accommodate Jason's tight schedule.
8:30 - 9.30: Networking

All Welcome
This event is free due to the kind support of our ACCU http://accu.org/ Members and Sponsors. ACCU Members and non-members are all welcome so spread the message far and wide. I will have ACCU Journals http://accu.org/index.php/journal to give away free to new attendees.

Sponsors
This event is sponsored by Oxford Computer Consultants https://www.oxfordcc.co.uk/ and JetBrains https://www.jetbrains.com/.

JetBrains has donated a 1 year single personal use license to any one of the JetBrains Toolbox products https://www.jetbrains.com/products.html to be the prize in the meeting's raffle.

ACCU 2018
And finally, our awesome ACCU 2018 programmers conference is being held in Bristol 11-14th April, preceded by a day of workshops. For more details and to register, go to https://conference.accu.org/.

​Nigel Lester

ACCU - Professionalism in Programming - https://accu.org