[IshKebab]

You can use wi-fi direct for that now with decent speeds. The only issue is it is so hard to discover!

On Android you find a file and then Share -> Nearby. The recipient might need to fiddle in settings to enable it.

[rchaud]

This is not supported Mac OS unfortunately. I did some digging, and it was previously only possible with an AirPort hardware device as a middleman.