David Gross
Enthusiastic C++ developer with an emphasis on performance, David is measuring nanoseconds at work (and at home). At Optiver, he’s writing automated trading systems for options and teaches Modern C++ to his colleagues.
Walther Zwart
Walther Zwart began his career as a physicist, writing data processing software for scientific applications. He soon became hooked on developing software and he is now a full time developer at Optiver. Walther is a library maintainer and focuses on writing fast and clean C++ to solve complex problems.
Low-latency C++
Do you want to learn how to write the fastest code possible? Are you ready to dive into assembly, cache internals and squeeze the last nanosecond out of your code? If so, then join us at our low-latency C++ workshop! In the workshop we will demonstrate some of the profiling and micro-benchmarking techniques used when developing low-latency code. Through concrete code examples, we will share some of the performance tips and tricks attained from our vast experience in writing fast, maintainable and modern C++ code. We will look into assembly generated by the compiler to understand how seemingly small code changes affect the work a processor needs to do. We will also explore the topic of cache coherency and locality to demonstrate its impact on application speed.
This will be a hands-on workshop. Participants who would like to fully benefit should be equipped with a laptop with a C++-14 compatible compiler, cmake, git and Google Benchmark.
