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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Structure of arrays؟

Definition 14.5 Low-Latency Software · الفصل 14 — Vector Instructions and Data-Parallel Code

A structure of arrays stores a collection of records as one array per field, so that the same field of consecutive records is contiguous in memory; the usual layout, one record after another, is called an array of structures.

The same options book as records and as columns. Revaluation reads five of the record’s fields; as columns, each field of four consecutive options fills one 256-bit register.
Figure 14.3. The same options book as records and as columns. Revaluation reads five of the record’s fields; as columns, each field of four consecutive options fills one 256-bit register.
Revaluing an options book from its Greeks, stored as 80-byte records or as columns, compiled at three flag sets by GCC 11: in cache (1 024 options) and from memory (220 options, 80 MB of records). Measured on a laptop (Intel Core Ultra 7 155H) under WSL2, no isolated cores. Data: bench_simd.py.
Figure 14.4. Revaluing an options book from its Greeks, stored as 80-byte records or as columns, compiled at three flag sets by GCC 11: in cache (1 024 options) and from memory (2202^{20} options, 80 MB of records). Measured on a laptop (Intel Core Ultra 7 155H) under WSL2, no isolated cores. Data: bench_simd.py.
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