Low-Latency Trading Systems in C++: Templated Meta-State Machines in HFT - Jason McGuiness - ACCU 23

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  • เผยแพร่เมื่อ 3 พ.ย. 2024

ความคิดเห็น • 10

  • @rolandinnamorato1953
    @rolandinnamorato1953 8 หลายเดือนก่อน +2

    Love this gent's style

  • @fahimp3
    @fahimp3 ปีที่แล้ว +2

    This was fascinating! I have not even learned meta-programming yet... 😄

    • @ACCUConf
      @ACCUConf  ปีที่แล้ว +1

      Pleased to hear that you found this presentation so engaging!

  • @TM-cb2te
    @TM-cb2te ปีที่แล้ว

    What's a good test setup if one wanted to practice their low latency C++ skills? Are there any good resources on performance testing of low latency code?

    • @jmg4119
      @jmg4119 ปีที่แล้ว +1

      There are other videos from the ACCU Conference in 2023 that cover other aspects. In general there are no HOWTOs, read about processor design, e.g. both Pelatterson & Hennessy books. Read something like Kennedy & Allen's book on compiler optimisations. Read a very good book regarding testing & Fowler's book on refactoring. Most especially read Stroustrup's book regarding C++. Then understand the tools, valgrind, Intel's vtune, then automate automate.

  • @Kelvinyu00
    @Kelvinyu00 ปีที่แล้ว +3

    It is really a good talk, but I think it is a bit hard for me to digest the material only with the code snippets in the slides, is it possible to provide some sample code or example to demonstrate how it works?

    • @jmg4119
      @jmg4119 ปีที่แล้ว

      I note in the talk that this is based on my own, open-source code, for which I give links: have a look in the bibliography at the end for the link to my sour encode. In there you will see the examples. Template meta-programming is famously obscure and hard to understand!

    • @jmg4119
      @jmg4119 ปีที่แล้ว

      I meant the bibliography at the end of the talk.

    • @Kelvinyu00
      @Kelvinyu00 ปีที่แล้ว

      @@jmg4119 Thanks for your reply, it seems the slides is not ready (the URL provided in the description section doesn't work).

    • @jmg4119
      @jmg4119 ปีที่แล้ว

      @@Kelvinyu00 which seems to have been cut off from the video!