σμimplied vol · KKmax(S−K,0)udβρᵢⱼfat tailsPnL · drawdownyield · TdSₜ = μSₜ dt + σSₜ dWₜC = S·N(d₁) − K·e⁻ʳᵀ·N(d₂)σₚ² = wᵀΣwd₁ = [ln(S/K) + (r + σ²⁄2)T] ⁄ σ√T∂V/∂t + ½σ²S²·∂²V/∂S² + rS·∂V/∂S − rV = 0Sharpe = (Rₚ − R_f) ⁄ σₚVaR₉₉ = μ − 2.33σρ = Cov(X,Y) ⁄ σₓσᵧE[Rₚ] = Σ wᵢ·E[Rᵢ]φ(x) = e^(−x²/2) ⁄ √2πE[Rᵢ] = R_f + βᵢ(E[Rₘ] − R_f)dXₜ = θ(μ − Xₜ)dt + σ dWₜσ²ₜ = ω + α·ε²ₜ₋₁ + β·σ²ₜ₋₁C − P = S − K·e⁻ʳᵀΔ = ∂V/∂S Γ = ∂²V/∂S²p = (e^(rΔt) − d) ⁄ (u − d)rₜ = ln(Pₜ ⁄ Pₜ₋₁)E[Xₜ₊₁ | ℱₜ] = Xₜf* = (bp − q) ⁄ bz = (x − μ) ⁄ σP(N=k) = λᵏe^(−λ) ⁄ k!Θ = −∂V/∂Tν = S·φ(d₁)·√Tmin wᵀΣw s.t. wᵀμ = μ*∫Σ∂∞λ
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σμimplied vol · KKmax(S−K,0)udβρᵢⱼfat tailsPnL · drawdownyield · TdSₜ = μSₜ dt + σSₜ dWₜC = S·N(d₁) − K·e⁻ʳᵀ·N(d₂)σₚ² = wᵀΣwd₁ = [ln(S/K) + (r + σ²⁄2)T] ⁄ σ√T∂V/∂t + ½σ²S²·∂²V/∂S² + rS·∂V/∂S − rV = 0Sharpe = (Rₚ − R_f) ⁄ σₚVaR₉₉ = μ − 2.33σρ = Cov(X,Y) ⁄ σₓσᵧE[Rₚ] = Σ wᵢ·E[Rᵢ]φ(x) = e^(−x²/2) ⁄ √2πE[Rᵢ] = R_f + βᵢ(E[Rₘ] − R_f)dXₜ = θ(μ − Xₜ)dt + σ dWₜσ²ₜ = ω + α·ε²ₜ₋₁ + β·σ²ₜ₋₁C − P = S − K·e⁻ʳᵀΔ = ∂V/∂S Γ = ∂²V/∂S²p = (e^(rΔt) − d) ⁄ (u − d)rₜ = ln(Pₜ ⁄ Pₜ₋₁)E[Xₜ₊₁ | ℱₜ] = Xₜf* = (bp − q) ⁄ bz = (x − μ) ⁄ σP(N=k) = λᵏe^(−λ) ⁄ k!Θ = −∂V/∂Tν = S·φ(d₁)·√Tmin wᵀΣw s.t. wᵀμ = μ*∫Σ∂∞λ
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Skills›Cache locality
C

Cache locality Skill

LiveStart here

This is the simulator edition of the skill: every lab runs a cache you build yourself and grades counts of hits and misses, never wall-clock time, so the answers are exact and repeatable. Each lecture teaches one idea with small code examples and their output, then a graded lab extends the same simulator. You learn to predict the misses of an access pattern before you run it, to choose a data layout for a tick table, and to prove with numbers that a change removed misses.

3 modules13 graded labs~12 hoursBeginner → Advanced
Start skill

Prerequisites

Comfort with Python functions, lists and dictionaries is enough; no C or C++ is needed, because the machine is a simulator you write.

  • Python

Syllabus

13 topics · open any topic, in any order
  1. 1The memory hierarchy and latency numbersNot startedRequires Python40 minStart
  2. 2Cache lines and spatial localityNot startedRequires Python45 minStart
  3. 3Associativity and conflict missesNot startedRequires Python55 minStart
  4. 4Temporal locality and working setsNot startedRequires Python45 minStart
  1. 5Array of structs against struct of arraysNot startedRequires Python55 minStart
  2. 6Traversal order and loop tilingNot startedRequires Python55 minStart
  1. 7PrefetchingNot startedRequires Python50 minStart
  2. 8TLB and huge pagesNot startedRequires Python50 minStart
  3. 9False sharing and paddingNot startedRequires Python55 minStart
  4. 10NUMA effectsNot startedRequires Python1 hrStart
  5. 11Allocators and memory poolsNot startedRequires Python1 hrStart
  6. 12Branch predictionNot startedRequires Python55 minStart
  7. 13Capstone: re-laying out a tick table and proving the miss reductionNot startedRequires Python1 hr 30 minStart

Completion

Pass all 13 labs with a score of 70+ to complete the skill and earn the Cache locality badge on your profile.

0 / 130%

Prerequisites

Comfort with Python functions, lists and dictionaries is enough; no C or C++ is needed, because the machine is a simulator you write.

  • Python

Tools you'll use

PythonNumPypytest

What you'll learn

  • Predict hits and misses for an access pattern and price them with the latency numbers of a real machine
  • Build a configurable cache with lines, sets, ways and LRU, and see conflict misses appear
  • Choose between array-of-structs and struct-of-arrays for a tick table and tile a matrix loop
  • Model prefetchers, TLBs, false sharing between cores and NUMA to see why a fast program slows down
  • Compare allocators and branch predictors, then prove a layout change with miss counts on a real tick table
uantCraft Academy

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All roadmapsAll skillsPython skillC++ skillSoonOxCaml skillSoonMarket Structure skillCalculus skillLinear Algebra skillProbability skillStatistics skillMatrix Decompositions skillOptimization skillTime Series skillStochastic Calculus skillBayesian Inference skillHidden Markov Models skillParticle filtering and non-stationary time series skillscikit-learn skillstatsmodels skillSciPy skillCache locality skill
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