add presentation

Makefile

@@ -1,4 +1,7 @@
-all: report.pdf
+all: report.pdf presentation.pdf
 
 report.pdf: report.md begin-document.tex config.yaml header.tex
 	pandoc --defaults config.yaml
+
+presentation.pdf: presentation.md
+	pandoc -t beamer --filter pandoc-plantuml --dpi=300 -o $@ $<

presentation.md

@@ -0,0 +1,123 @@
+---
+title: "IMC Internship"
+author: "Bruno BELANYI"
+theme: "Frankfurt"
+institute: "EPITA"
+date: 2021-08-30
+colortheme: "seahorse"
+fontsize: 10pt
+urlcolor: blue
+linkstyle: bold
+aspectratio: 169
+lang: en-US
+section-titles: true
+toc: true
+header-includes: |
+  \setbeamertemplate{section page}{%
+    \begingroup%
+    \centering%
+    \begin{beamercolorbox}[sep=12pt,center,colsep=-4bp,rounded=true,shadow=true]{section title}%
+    \usebeamerfont{section title}%
+    \insertsection%
+    \par%
+    \end{beamercolorbox}%
+    \endgroup%
+  }
+  \addtobeamertemplate{navigation symbols}{}{%
+    \usebeamerfont{footline}%
+    \usebeamercolor[fg]{footline}%
+    \hspace{1em}%
+    \insertframenumber/\inserttotalframenumber%
+  }
+---
+
+# Introduction
+
+## IMC & Global Execution team
+
+* Market making firm
+* Multiple offices
+* Over 20 exchanges
+
+## Subject of the internship
+
+> The project is about benchmarking a new service we're building related to
+> exchange connectivity. It would involve writing a program to generate load on
+> the new service, preparing a test environment and analyzing the performance
+> results. Time permitting might also involve making performance improvements to
+> the services.
+
+## Motivation
+
+* Early feedback during development
+* Track regressions
+* Various scenarios
+
+## Additional work
+
+* Compatibility testing
+  * Test both client and gateway processes
+  * Test forward and backward compatibility
+  * Similar to benchmark in its architecture
+
+# Work accomplished
+
+## Parameters of a run
+
+* Lab setup to mirror production
+* Multiple scenarios
+* Multiple exchanges and gateways
+
+## Workflow
+
+* Scenarios are exchange-agnostic
+* Running a benchmark locally and remotely in a transparent manner
+* Single command to run
+
+## Architecture
+
+![Component diagram](figs/component-diagram.png){ height=80% }
+
+## Results
+
+![Sample plots, with timings
+censored](figs/remote-plots-presentation-censored.png){ width=90% }
+
+## Compatibility testing
+
+* Existing tests only test single version of client and server in lock step
+* Forward and backward compatibility
+* Multi-process testing
+
+# Benefits of the internship
+
+## To the company
+
+* Framework to use for benchmarking gateways
+  * Nicely integrated in IMC's build system
+  * Easy to use for new exchanges
+  * Easy to extend with new scenarios
+* Ground work on compatibility testing
+  * Peace of mind
+  * Ensure upgrades/downgrades happen smoothly
+  * Reduce downtimes due to failures
+
+## To me
+
+* Part of a good team & company
+* Learn about finance sector
+* Deal with new problems I had not encountered before
+
+# Conclusion
+
+## Challenges of the internship
+
+* Integration among pre-existing code
+* Working conditions due to COVID
+* Debugging asynchronous, multi-process systems
+
+## Further work
+
+* Integrate with in-house change-point detection
+* Integrate with packet sniffing setup
+* More exchanges & scenarios