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Jason McGuiness

Director at Count-Zero Limited

Jason is a contract programmer in C++ on Linux. With over 15 years experience, including programming prototype super-computers, but mainly in finance, now focusing on low-latency and HFT software, their architectures and the issues arising from them. I am also actively involved with the UK C++ Panel and the ACCU to maintain my skill-set.

Low-Latency Trading: Micro-Optimisations and the Impact of Compliers, O/Ss and Spectre & Meltdown

Apr 09, 2020

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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