Connect iMac and Macbook with 20 Gbit thunderbolt bridge
Best (and fastest) way to connect your Macbook and iMac is probably using Apple Thunderbolt cable. There are two lengths available, 0.5m (probably too short) and 2m. You can buy them in apple shops (prices are now $29 and $39) or on Aliexpress (below $20). When you cable arrives, just connect both computers. In my scenario iMac is connected to gigabit ethernet switch using LAN cable, and Macbook is connecting