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TL;DR
Learn about three essential C++ videos that cover optimization techniques, latency in design, and data-oriented design for effective programming.
Chapters
- 0:00Introduction to C++ Videos01
- 0:10Classic C++ Techniques by Karl Koch02
- 0:20Latency in Design by David03
- 0:30Data-Oriented Design by Mike Acton04
- 0:40Conclusion and Call to Action05
Transcript
If you want to become disgustingly good at C++ and even teach your interviewer a thing or two, you need to watch these three videos. I watched the last one three times just to fully wrap my head around it. The first one is a classic by Karl Koch at CppCon in 2017. He was representing Optiver and put HFT on the C++ conference map. He explains what the hot path is, various optimization,
and walks through some pretty cool techniques. The second is trading at light speed. David's core argument here is that latency wins at design time, not during optimizations. He covers performance data models that HFTs may ask you to implement in some higher-level interviews like SPMCQs, setlocks, and more. The third one is data-oriented design in C++ by Mike Acton. He comes from a
game dev background, but his mindset transfers directly to finance. He talks about how to program your code effectively to transform data given your hardware. If you're interested in any of these, follow and comment links, and I'll send you 10 plus videos straight to your DMs.
of these, follow and comment links, and I'll send you 10 plus videos straight to your DMs.
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