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.
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SPEAKER
Jason Hearne-McGuiness
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AGENDA
18:00 - Tea, coffee, juice & biscuits
18:30 - Talk
19:30 - Networking, including food and wine
21:30 - Close
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SYNOPSIS
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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SPEAKER BIOGRAPHY
Jason Hearne-McGuiness
Jason is a contract programmer in C++ on Linux. The 15 years experience spans: from a nuclear physicist to programming prototype super-computers, but now in finance; focussing on low-latency and HFT software, their architectures and the issues arising from them. I am also actively involved with the ISO/UK C++ Panel and the ACCU to maintain my skill-set.
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Will catering be provided?
We will be providing Sushi & Oriental Platters, with tea, coffee, water, wine, and juice.
BCS APSG is trialling video-streaming events. If you cannot attend the event in Central London please join the video streaming on Thursday 14 March 2019 at 6:30 pm:
https://bcs.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=92f6f13b-5d61-4e0d-89c9-a9f900bd1bcf
After the event please leave your comment on Twitter of your experience: @bcs_apsg
For overseas delegates who wish to attend the event please note that BCS does not issue invitation letters.
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THIS EVENT IS BROUGHT TO YOU BY:
The BCS Advanced Programming SG
Visit https://www.bcs.org/category/9813b
