SkillsCast

A Performance Analysis of a Trading System over Compilers and O/Ss and Spectre & Meltdown

6th September 2018 in London at CodeNode

This SkillsCast was filmed at A Performance Analysis of a Trading System over Compilers and O/Ss and Spectre & Meltdown

A skillscast featuringJason McGuinesss, who shared learnings from a performance analysis of a trading system. 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. Watch this skillscast to learn more about the latest versions of G++ and Clang, about micro-optimisation techniques with a particular focus on the quirks in generated assembler due to different compiler versions; and learn more about what static branch-prediction exactly is, and how is it (ab)used. This skillscast also features a curious case of the switch-statement, and how all of these approaches, technologies and tools have been successfully implemented in a simple FIX-to-MIT/BIT trading system, to improve performance. Jason covers the impact of any selected O/Ss upon performance, and his team's findings on the impact of Spectre and Meltdown on performance, and how these appear to contradict the currently-propounded beliefs of some major organisations.

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A Performance Analysis of a Trading System over Compilers and O/Ss and Spectre & Meltdown

Jason McGuiness

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.

SkillsCast

A skillscast featuringJason McGuinesss, who shared learnings from a performance analysis of a trading system. 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. Watch this skillscast to learn more about the latest versions of G++ and Clang, about micro-optimisation techniques with a particular focus on the quirks in generated assembler due to different compiler versions; and learn more about what static branch-prediction exactly is, and how is it (ab)used. This skillscast also features a curious case of the switch-statement, and how all of these approaches, technologies and tools have been successfully implemented in a simple FIX-to-MIT/BIT trading system, to improve performance. Jason covers the impact of any selected O/Ss upon performance, and his team's findings on the impact of Spectre and Meltdown on performance, and how these appear to contradict the currently-propounded beliefs of some major organisations.

YOU MAY ALSO LIKE:

Thanks to our sponsors

About the Speaker

A Performance Analysis of a Trading System over Compilers and O/Ss and Spectre & Meltdown

Jason McGuiness

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.