Programming Tips

(. . . to keep your boss at bay)

• Better algorithms

• Careful threading

• Thorough testing

• More const

• Less if

• Less malloc(), more r/o data, more locality

• Instrument, test, time, repeat!

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EXAMPLE: Issued cheat-sheet to quants at LB for significant improvements in code reliability and speed; such cheat-sheets are often very generic (apply to C, C++ and Java with keyword changes!)

CHECKLIST:

• Holistic approach, good design, good testing, repeat!

Exercise: shall we attempt to construct a cheat-sheet for students’ current applications?