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Low Latency Trading Insights

Henrique Bucher, Jordan Bucher
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Fresh insights on low latency and high frequency trading. Mostly new relevant technology, C++, FPGA, Verilog, tutorials, short notes and of course, rants. Problem subscribing? Try https://lucisqr.lemonsqueezy.com/buy/c78e2dd6-81c0-44cd-bfa3-13db7158a050

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Substack
PricingFreemiumPublishesDaily
Issues272Founded4 years agoLast Issue6 days ago
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Latest Issues

The copy_if Speedup That Wasn't About copy_if, Or AVX-512

There’s an older lesson buried under all of this. SIMD wins from std::copy_if are mostly wins against the scalar loop’s branch predictor, not against any specific scalar instruction. The standard library implementation isn’t slow because...

6 days ago
4

"All Further Discussion Will Assume Chaining": How a 2003 Sentence Locked C++ Out of Fast Hash Maps

There is a temptation to read this history as a failure of the C++ committee, and a corresponding temptation to defend the committee by pointing out that the choice in 2003 was reasonable. Both temptations miss the point. The lesson is stru...

8 days ago
1

The Lemire branch-predictor benchmark is K=1. Here is the K × M surface.

Daniel Lemire published a sharp little benchmark in March: the AMD Zen 5 predicts ~30,000 branches perfectly, Apple M4 ~10,000, Intel Emerald Rapids ~5,000.

The methodology is sound and the numbers are real. But the headline noun is wrong....

11 days ago
2

There Is a Mountain Lion in the Datacenter

The previous piece on this site argued that the Stroustrup video had a chorus of agreement from the people who actually built C++: look the trivia up; the model in head is what matters. The model in head, for the engineer who has to ship at...

12 days ago
2

The interviewer hasn't watched the Stroustrup video

"Somebody share this video to my interviewer." That is the top comment, 548 likes deep, on the 90-second Stroustrup clip that went up this week. Bjarne says you don't need to know all of C++. He looks things up. He has been doing that for 4...

13 days ago
3

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  • Henrique Bucher

    I earned MSc, PhD in Structural Dynamics, with emphasis in supercomputing. Switched to high frequency trading at Citadel in early 2000s. I work mostly with trading applications. LightQR Suite: www.vitorian.com

  • Jordan Bucher
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