Core C++ :: F2F and HFT


Details
Join us for a spring F2F meetup.
Hosted at the Istra Research offices in Lod.
More details soon.
הבעש"ט 6 לוד
בניין המכון הגיאופיסי
קומה 4
יש חנייה מוסדרת במקום.
C++ in HFT: Roi Barkan (Hebrew)
High Frequency Trading (HFT) is a branch in the finance industry where, among other things, success is dictated by the ability to perform computations with very low latency. In the HFT field there are cases where 1 microsecond is considered a long time, and can be the difference between profit or loss.
With such requirements, it isn't a wonder that C++ has become the main software language in the HFT space, with its unique ability to create complex analytical systems with full control of the hardware latency profile.
In this talk, I will introduce the field of HFT, and show three different computational challenges where every microsecond matters. Through each challenge we'll learn about micro-architecture elements such as caches, predictors, ram-coherency and prefetching.
Join me as we dive into the friction between software and hardware.
thread_local: Lifetime & Performance Deep Dive: Alex Vaisman
Ever wondered what really happens under the hood with thread_local in C++? What it means for performance, and the subtle lifetime pitfalls that can lead to elusive bugs? From scalar types to complex objects, you'll see how destruction order and performance matter.

Core C++ :: F2F and HFT