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What Every Quant Should Know About Technical Computing

Attend live in London or join the online broadcast

It is a truism often stated that computers can only deal with numbers, but the way modern computers deal with numbers is fraught with many complications and sharp edges. In this talk, we will take a deep dive into the modern CPU, showing how to write code that takes full advantage of the performance and accuracy features available today. We will describe features such as SIMD, AXV2, rounding modes, overflow errors and look at how they can affect seemingly innocuous code.

This talk will take a practical approach, with code in Julia programming language used to demonstrate these issues.

Speaker Bio

Avik Sengupta
Avik is Vice President of Engineering at Julia Computing. He has worked on risk and trading systems in investment banking for many years, mostly using Java interspersed with snippets of exotic R and K languages. This experience left him wondering whether there were better things out there. Avik's quest came to a happy conclusion with the appearance of Julia in 2013. He is a core contributor to the language, maintains many of its packages and is the author of a book about high performance Julia.


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