A Performance Analysis of a Trading System over Compliers

Explore the intricacies of High-Frequency Trading (HFT) and low-latency trading systems in this 50-minute conference talk from NDC Conferences. Delve into the world of C++ optimization techniques, focusing on micro-optimizations and their impact on performance-critical systems. Examine the latest results from G++ and Clang compiler versions, analyzing the quirks in generated assembler code. Discover the concept of static branch-prediction and its applications, followed by an investigation into the peculiarities of switch-statements. Learn how these techniques are implemented in a simple FIX-to-MIT/BIT trading system, with a detailed performance analysis. Discuss the influence of different operating systems on trading system performance and explore findings that challenge current beliefs about the performance impact of Spectre and Meltdown mitigations. Gain valuable insights into the complex relationship between hardware, operating systems, and C++ optimization in the context of high-performance trading systems.

Part II: A Performance Analysis of a Trading System over Compliers - Jason McGuiness