Jason Hearne-McGuiness : Knuth, Amdahl: I spurn thee!

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Bloomberg

Park House, 16 Finsbury Circus EC2M 7EB · London

How to find us

Photo Id required! We will be in the Ludlow room on the 4th floor.

Location image of event venue

Details

Photo ID will be required to gain entrance to Bloomberg's Park House site.

Arrive from 18:00 for 19:00 start.

Jason Hearne-McGuiness

will be presenting

Knuth, Amdahl: I spurn thee!
A furtive fumble in Hard-Core Obscenity: the misuse of Template Meta-Programming to implement micro-optimisations in HFT.

High-Frequency Trading (HFT) and low-latency trading are becoming one of the few preserves of C++ in which Dionysian use of micro-optimisations is not only deemed acceptable, but positively demanded! This shameful secret has been covered up by the more prurient and sensible. In this talk a revealing glimpse of the juicy techniques and perve^H^H^H^Hractices will be given. 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 uncovered.

There might be some food and drink provided.

After the talk we will probably relocate to a suitable hostelry for drinks and chat.

Note that the need to show photo ID implies we will require people's names matching their ID.