Performance Analysis of a Trading System over Compilers, OSs & Spectre, Meltdown

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Details

Please sign up on the Skills Matter event page at:
https://skillsmatter.com/meetups/11234-a-performance-analysis-of-a-trading-system-over-compilers-and-o-ss-and-spectre-and-meltdown

Arrive from 18:30 for a planned talk start at 19:00.

For the September meeting we have Jason McGuiness giving us his latest talk.

About the talk:

High-Frequency Trading (HFT) and low-latency trading are a major preserve of C++. The fact that it is amenable to extensive optimisation, including micro-optimisations, has made it highly effective. Also the impact of hardware and O/S upon such performance-critical systems are other major factors that C++ can build upon.

Continued demand has meant this talk is updated with results from the latest versions of G++ and Clang! The talk shall cover, amongst other items: an analysis of some micro-optimisation techniques with particular focus on the quirks in generated assembler due to different compiler versions. Exactly what is static branch-prediction, and how is it (ab)used? Followed on by the "curious case of the switch-statement". All of these, and more, have been successfully implemented in a simple FIX-to-MIT/BIT trading system, for which the performance shall be analysed. Moreover the impact of selected O/Ss upon performance shall be discussed. Much has been written and speculated upon the mitigations for Spectre and Meltdown upon performance. I shall present results that appear to contradict the currently-propounded beliefs of some major organisations.
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About the speaker:

Jason is a contract programmer in C++ on Linux. With over 15 years experience, including programming prototype super-computers, but mainly in finance, he now focuses on low-latency and HFT software, their architectures and the issues arising from them. He is also actively involved with the UK C++ Panel and ACCU to maintain his skill-set.
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After the talk we will probably head towards a local hostelry for further chat over drinks.