The Fast and the Furious C++

Our November event is hosted and sponsored by Final in a unique space in Tel Aviv, and it will be all about blazing fast C++!

The program:
18:30 - Informal networking and mingling
19:00 - Group news and updates
19:15 - "any::thing you wanted to know about std::any" by Amir Kirsh
19:30 - "The Concepts Behind CUDA Optimization" by Zafrir Patt
20:30 - break
20:40 - "HFT & Low Latency Code" by Yaniv Vardi

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any::thing you wanted to know about std::any
What is std::any and how it is built

Amir Kirsh
C++ Practitioner and lecturer at the Academic College of Tel-Aviv-Yaffo and Tel-Aviv University.

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The Concepts Behind CUDA Optimization
In this session we will start looking inside the device. Study how it works and how its components running together. We will present the CUDA terminology, especially focusing on eligible/stalled/selected warps, warp divergence, warp schedulers, warp latency, hiding latency mechanism, occupancy, global memory coalesced access, shared memory bank conflict and how shall we use all this knowledge to maximize the device utilization.

Zafrir Patt
I graduated (B.Sc) in Mathematics & Physics and M.Sc. in Applied Mathematics from the Hebrew University of Jerusalem. I was working seven and a half years at Biosense Webster as 3D software team leader, developing OpenGl graphics, 3D model of the heart and tools for ventricular arrhythmia treatment.
In the last five years I am the software architect at VOLCANO-PHILIPS, designing and implementing C++ Modules, developing generic CUDA library used for various algorithms and focusing on optimization of the CPU & GPU code.

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HFT & Low Latency Code
This talk will present the various challenges we face in the HFT world.
We will cover the basic trading dynamics and mechanism and understand why latency matters. We will explore how we use the C++ language in order to achieve minimum latency.

Yaniv Vardi

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Final (http://www.final.co.il) is a leading algorithmic trading company located in Israel.
Algo-trading is a growing and evolving domain which presents unique scientific and technological challenges. Final develops trading algorithms based on mathematical models, statistics and machine learning.

The company is located in Herzeliya and employs more than 100 people, chiefly in its R&D group. A major part of our development is done in C++ and we are always looking for talented engineers to join our R&D group.

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See you in TLV!