Alle afleveringen
33 afleveringen, van nieuw naar oud
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The Changing Craft of Programming with John Crepezzi
16 oktober 2026 · 1 uur 48 min
John Crepezzi has spent his career building tools for other programmers—at Tumblr, at Square, and then at GitHub, where he worked on the merge queue and the early versions of Codespaces. He came to Jane Street to build a code search engine for OCaml. A week into the job, ChatGPT came out, and he’s been working on AI tooling ever since. In this episode, Ron and John talk about how a three-day prototype grew into a firmwide platform for agentic coding, how AI can break the social contract around code review, and how to build tools that support both agent workflows and human understanding. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
QBasic
Pirates of Silicon Valley
Hoogle — the Haskell API search engine that inspired the original code-search project
GitHub merge queue and Codespaces
Sorbet — gradual typing for Ruby; Hack — Meta’s typed PHP
Active Record
Bubblewrap and passt/pasta — sandboxing tools
seccomp BPF
Claude Code and OpenAI Codex CLI
Model Context Protocol and Agent Skills
Perfetto and magic-trace
Antithesis
Bonsai — Jane Street’s OCaml web UI library
Signals & Threads: Language Design with Leo White
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Learning Goals and the Goals of Learning: Teaching in the Age of AI with Aaron Bauer
23 september 2026 · 1 uur 37 min
Aaron Bauer is a software engineer and one of Jane Street's few developer educators—a role that splits his time between writing code and teaching other people how to write it. Before joining the firm, he taught computer science at Carleton College, including four straight terms online during the pandemic. In this episode, Ron and Aaron discuss what it takes to teach engineering inside a company with its own language, its own version control, and its own editors, and what changes when an LLM can do the exercise for you. Along the way, they consider the underrated power of a live lecture; why the text editor is still the software engineer's home base; using editor telemetry to find out how AI is actually changing developer workflows; and how Jane Street rebuilt its intern curriculum around testing, design, and code review now that producing the code is the easy part. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Foldit and AlphaFold
Carleton College Computer Science
Flipped classroom, active learning, mastery learning, and cognitive load
"The Pen Is Mightier Than the Keyboard" — Mueller & Oppenheimer on handwritten vs. typed notes
Merlin and ocaml-lsp
ecaml — writing Emacs extensions in OCaml
Bonsai — Jane Street's OCaml web UI library
OxCaml
Claude Code output styles — the "learning" mode Aaron describes (note: Anthropic has since moved this to a plugin)
Jane Street's tech internship
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Wrestling the world into rows with Eric Mannes
2 september 2026 · 1 uur 25 min
"Alternative data" is Wall Street's name for information that comes from non-traditional sources: satellite photos of parking lots, credit card panels, weather forecasts. Eric Mannes has spent over a decade at Jane Street, first as a commodities trader and now helping lead the firm's alternative data team. In this episode, Eric and Ron talk about what it takes to turn messy external data into datasets a trading strategy can rely on. Along the way, they cover the day oil futures settled at a negative price and the systems that broke as a result; the years when the commodities desk's risk system was one very large Excel spreadsheet; the hard question of what a company even is; and why better ML models raise the value of careful data engineering. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Figgie
Adverse selection
2020 Russia–Saudi Arabia oil price war
Dual-listed company
"LAMBDA: The ultimate Excel worksheet function"
Trino
The Bitter Lesson
Learn more about Jane Street’s internship program.
Apply for Data Engineering roles at Jane Street
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Building a data warehouse from scratch with Jacob Baskin
24 juni 2026 · 1 uur 34 min
In university Jacob Baskin studied at the intersection of computer science and economics, thinking about systems that incentivize people to express their true preferences. He put those ideas into practice at Google, where he worked on ad serving, before joining Jane Street’s database infrastructure team. In this episode, Ron and Jacob discuss Superstore, a distributed columnar database now central to Jane Street’s tech stack that Jacob began building practically the day he started. How do you support wide-ranging analytical queries while transactional writes stream in at the speed of trading systems? And what’s it like when your first design doc leads to an eight-figure hardware purchase? After building Superstore Jacob has since gone back to his roots, thinking about schemes for bidding on compute time as he works to optimize usage of the Hive, Jane Street’s massive compute cluster for research. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Mechanism design, second-price auction
MapReduce, BigTable, Google File System
Vertica
Apache Parquet
CockroachDB
Paxos
BitTorrent
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The Network as a Program with Nate Foster
1 juni 2026 · 1 uur 35 min
Nate Foster is a professor at EPFL in Switzerland in the Networked Systems Abstractions Lab, and a visiting researcher at Jane Street on the Networking team. In this episode, he and Ron consider what happens when you bring a software mindset to network engineering. Can you use programming language theory and formal methods to realize the dream of software-defined networks? Along the way, they discuss how hyperscalers have shaped networking hardware; the return (or not) of multicast; the ways ML workloads are reshaping the networking layer; and the success Jane Street has had using an early Internet protocol, BGP, together with a more declarative high-level specification language. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
P4 (Programming language
Lenses (bidirectional transformation)
OpenFlow
Kleene algebra with tests
NetKAT
End-to-end principle
Border Gateway Protocol
“Stable Internet routing without Global Coordination,” aka the Gao-Rexford conditions
Unison file synchronizer
Barefoot Networks
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Why Testing is Hard and How to Fix it with Will Wilson
17 maart 2026 · 1 uur 48 min
Will Wilson is the founder and CEO of Antithesis, which is trying to change how people test software. The idea is that you run your application inside a special hypervisor environment that intelligently (and deterministically) explores the program’s state space, allowing you to pinpoint and replay the events leading to crashes, bugs, and violations of invariants. In this episode, he and Ron take a broad view of testing, considering not just “the unreasonable effectiveness of example-based tests” but also property-based testing, fuzzing, chaos testing, type systems, and formal methods. How do you blend these techniques to find the subtle, show-stopper bugs that will otherwise wake you up at 3am? As Will has discovered, making testing less painful is actually a tour of some of computer science’s most vexing and interesting problems. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Antithesis, Will’s company
FoundationDB’s deterministic simulation framework
QuickCheck — the original Haskell property-based testing library, by Koen Claessen and John Hughes
Hypothesis — property-based testing for Python, created by David MacIver
QuviQ — John Hughes’ company commercializing QuickCheck, including automotive testing work
Netflix Chaos Monkey
Goodhart’s law — “When a measure becomes a target, it ceases to be a good measure”
CAP theorem — the impossibility result for distributed systems that FoundationDB claims to have in some sense violated.
Paxos — the consensus algorithm FoundationDB reimplemented from scratch
Large cardinals, an area Will studied before abandoning mathematics
Lyapunov exponent — measure of chaotic divergence
Chesterton’s fence
The Story of the Flash Fill Feature in Excel
Building a C compiler with a team of parallel Claudes
Barak Richman, “How Community Institutions Create Economic Advantage: Jewish Diamond Merchants in New York”
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Why ML Needs a New Programming Language with Chris Lattner
3 september 2025 · 1 uur 13 min
Chris Lattner is the creator of LLVM and led the development of the Swift language at Apple. With Mojo, he’s taking another big swing: How do you make the process of getting the full power out of modern GPUs productive and fun? In this episode, Ron and Chris discuss how to design a language that’s easy to use while still providing the level of control required to write state of the art kernels. A key idea is to ask programmers to fully reckon with the details of the hardware, but making that work manageable and shareable via a form of type-safe metaprogramming. The aim is to support both specialization to the computation in question as well as to the hardware platform. “Somebody has to do this work,” Chris says, “if we ever want to get to an ecosystem where one vendor doesn’t control everything.” Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Democratizing AI compute (an 11-part series)
Modular AI
Mojo
MLIR
Swift
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The Thermodynamics of Trading with Daniel Pontecorvo
25 juli 2025 · 59 min
Daniel Pontecorvo runs the “physical engineering” team at Jane Street. This group blends architecture, mechanical engineering, electrical engineering, and construction management to build functional physical spaces. In this episode, Ron and Dan go deep on the challenge of heat exchange in a datacenter, especially in the face of increasingly dense power demands—and the analogous problem of keeping traders cool at their desks. Along the way they discuss the way ML is changing the physical constraints of computing; the benefits of having physical engineering expertise in-house; the importance of monitoring; and whether you really need Apollo-style CO2 scrubbers to ensure your office gets fresh air. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
ASHRAE (American Society of Heating, Refrigerating and Air-Conditioning Engineers)
Some research on CO2’s effects on human performance, which motivated us to look into CO2 Scrubbers
The Open Compute Project
Rail-Optimized and Rail-only network topologies.
Immersion cooling, where you submerge a machine in a dielectric fluid!
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Building Tools for Traders with Ian Henry
28 mei 2025 · 1 uur 20 min
Ian Henry started his career at Warby Parker and Trello, building consumer apps for millions of users. Now he writes high-performance tools for a small set of experts on Jane Street’s options desk. In this episode, Ron and Ian explore what it’s like writing code at a company that has been “on its own parallel universe software adventure for the last twenty years.” Along the way, they go on a tour of Ian’s whimsical and sophisticated side projects—like Bauble, a playground for rendering trippy 3D shapes using signed distance functions—that have gone on to inform his work: writing typesafe frontend code for users who measure time in microseconds and prefer their UIs to be “six pixels high.” Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Bauble studio
Janet for Mortals, by Ian Henry
What if writing tests was a joyful experience?
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Finding Signal in the Noise with In Young Cho
12 maart 2025 · 1 uur
In Young Cho thought she was going to be a doctor but fell into a trading internship at Jane Street. Now she helps lead the research group’s efforts in machine learning. In this episode, In Young and Ron touch on the porous boundaries between trading, research, and software engineering, which require different sensibilities but are often blended in a single person. They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks. Lees meer
You can find the transcript for this episode on our website.
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The Uncertain Art of Accelerating ML Models with Sylvain Gugger
14 oktober 2024 · 1 uur 6 min
Sylvain Gugger is a former math teacher who fell into machine learning via a MOOC and became an expert in the low-level performance details of neural networks. He’s now on the ML infrastructure team at Jane Street, where he helps traders speed up their models. In this episode, Sylvain and Ron go deep on learning rate schedules; the subtle performance bugs PyTorch lets you write; how to keep a hungry GPU well-fed; and lots more, including the foremost importance of reproducibility in training runs. They also discuss some of the unique challenges of doing ML in the world of trading, like the unusual size and shape of market data and the need to do inference at shockingly low latencies. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
“Practical Deep Learning for Coders,” a FastAI MOOC by Jeremy Howard, and the book, of which Sylvain is a co-author.
The Stanford DAWNBench competition that Sylvain participated in.
HuggingFace, and the Accelerate library that Sylvain wrote there.
Some of the languages/systems for expression ML models that were discussed: PyTorch, TensorFlow, Jax, Mojo, and Triton
CUDA graphs and streams
Hogwild concurrency
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Solving Puzzles in Production with Liora Friedberg
7 oktober 2024 · 54 min
Liora Friedberg is a Production Engineer at Jane Street with a background in economics and computer science. In this episode, Liora and Ron discuss how production engineering blends high-stakes puzzle solving with thoughtful software engineering, as the people doing support build tools to make that support less necessary. They also discuss how Jane Street uses both tabletop simulation and hands-on exercises to train Production Engineers; what skills effective Production Engineers have in common; and how to create a culture where people aren’t blamed for making costly mistakes. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
More about production engineering at Jane Street, including how to apply.
Notes on Site reliability engineering in the wider world.
Alarm fatigue and desensitization.
Jane Street’s 1950’s era serialization-format of choice,
Some games that Streeters have used for training people to respond to incidents.
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From the Lab to the Trading Floor with Erin Murphy
12 juli 2024 · 1 uur 4 min
Erin Murphy is Jane Street’s first UX designer, and before that, she worked at NASA’s Jet Propulsion Laboratory building user interfaces for space missions. She’s also an illustrator with her own quarterly journal. In this episode, Erin and Ron discuss the challenge of doing user-centered design in an organization where experts are used to building tools for themselves. How do you bring a command-line interface to the web without making it worse for power users? They also discuss how beauty in design is more about utility than aesthetics; what Jane Street looks for in UX candidates; and how to help engineers discover what their users really want. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Erin’s website that shows off her work.
Her quarterly journal of sketches and observations.
An article about Erin’s design work with NASA JPL.
A paper that among other things talks about the user study work that Erin did at JPL.
Jane Street’s current UX job opening.
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Performance Engineering on Hard Mode with Andrew Hunter
28 november 2023 · 56 min
Andrew Hunter makes code really, really fast. Before joining Jane Street, he worked for seven years at Google on multithreaded architecture, and was a tech lead for tcmalloc, Google’s world-class scalable malloc implementation. In this episode, Andrew and Ron discuss how, paradoxically, it can be easier to optimize systems at hyperscale because of the impact that even miniscule changes can have. Finding performance wins in trading systems—which operate at a smaller scale, but which have bursty, low-latency workloads—is often trickier. Andrew explains how he approaches the problem, including his favorite profiling techniques and tools for visualizing traces; the unique challenges of optimizing OCaml versus C++; and when you should and shouldn’t care about nanoseconds. They also touch on the joys of musical theater, and how to pass an interview when you’re sleep-deprived. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
“Profiling a warehouse-scale computer”
Magic-trace
OODA loop
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A Poet's Guide to Product Management with Peter Bogart-Johnson
15 augustus 2023 · 1 uur 2 min
Peter Bogart-Johnson was one of Jane Street’s first program managers, and helped bring the art of PMing—where that “P” variously stands for “project,” “product,” or some blend of the two—to the company at large. He’s also a poet and the editor of a literary magazine. In this episode, Peter and Ron discuss the challenge of gaining trust as an outsider: how do you teach teams a new way of doing things while preserving what’s already working? The key, Peter says, is you listen; a good PM is an anthropologist. They also discuss how paying down technical debt isn’t something you do instead of serving customers; what Jane Street looks for in PM candidates; and how to help teams coordinate in times of great change. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
LIT Magazine (more recently here)
How to be a PM that engineers don’t hate and How to be an engineer that PMs don’t hate
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The Future of Programming with Richard Eisenberg
18 mei 2023 · 1 uur
Richard Eisenberg is one of the core maintainers of Haskell. He recently joined Jane Street’s Tools and Compilers team, where he hacks on the OCaml compiler. He and Ron discuss the powerful language feature that got him into PL design in the first place—dependent types—and its role in a world where AIs can (somewhat) competently write your code for you. They also discuss the differences between Haskell and OCaml; the perils of trying to make a language that works for everybody; and how best a company like Jane Street can collaborate with the open source community. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Dependent types
GHC
Unboxed types in OCaml
Language extensions in Haskell
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Swapping the Engine Out of a Moving Race Car with Ella Ehrlich
12 september 2022 · 1 uur
Ella Ehrlich has been a developer at Jane Street for close to a decade. During much of that time, she’s worked on Gord, one of Jane Street’s oldest and most critical systems, which is responsible for normalizing and distributing the firm’s trading data. Ella and Ron talk about how to grow and modernize a legacy system without compromising uptime, why game developers are the “musicians of software,” and some of the work Jane Street has done to try to hire a more diverse set of software engineers. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
EG, The League of Legends team that Ella is a huge fan of.
Apache Kafka, the message bus that Gord migrated to.
Some of the various sources of symbology you have to deal with when normalizing trading data. (Really, there are too many sources to list here!)
A list of Jane Street’s recruiting Programs and Events, including INSIGHT, which focuses on women, and IN FOCUS, which focuses on historically underrepresented ethnic or racial minorities.
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State Machine Replication, and Why You Should Care with Doug Patti
20 april 2022 · 1 uur 12 min
Doug Patti is a developer in Jane Street’s Client-Facing Tech team, where he works on a system called Concord that undergirds Jane Street’s client offerings. In this episode, Doug and Ron discuss how Concord, which has state-machine replication as its core abstraction, helps Jane Street achieve the reliability, scalability, and speed that the client business demands. They’ll also discuss Doug’s involvement in building a successor system called Aria, which is designed to deliver those same benefits to a much wider audience. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Jane Street’s client-facing trading platforms
A Signals and Threads episode on market data and multicast which discusses some of the history of state-machine replication in the markets.
The FIX protocol
UDP multicast
Reliable multicast
Kafka
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Memory Management with Stephen Dolan
5 januari 2022 · 1 uur 23 min
Stephen Dolan works on Jane Street’s Tools and Compilers team where he focuses on the OCaml compiler. In this episode, Stephen and Ron take a trip down memory lane, discussing how to manage computer memory efficiently and safely. They consider trade-offs between reference counting and garbage collection, the surprising gains achieved by prefetching, and how new language features like local allocation and unboxed types could give OCaml users more control over their memory. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Stephen’s command-line JSON processor, jq
Stephen’s Cambridge dissertation, “Algebraic Subtyping”, and a protoype implementation of mlsub, a language based on those ideas.
A post from Stephen on how to benchmark different memory allocators.
A Jane Street tech talk on “Unboxed Types for OCaml”, and an RFC in the OCaml RFC repo.
A paper from Stephen and KC Sivaramakrishnan called “Bounding Data Races in Space and Time”, which is all about a new and better memory model for Multicore OCaml.
Another paper describing the design of OCaml’s multicore GC.
The Rust RFC for Higher-ranked trait bounds.
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What Is an Operating System? with Anil Madhavapeddy
3 november 2021 · 1 uur 1 min
Anil Madhavapeddy is an academic, author, engineer, entrepreneur, and OCaml aficionado. In this episode, Anil and Ron consider the evolving role of operating systems, security on the internet, and the pending arrival (at last!) of OCaml 5.0. They also discuss using Raspberry Pis to fight climate change; the programming inspiration found in British pubs and on Moroccan beaches; and the time Anil went to a party, got drunk, and woke up with a job working on the Mars Polar Lander. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Ron, Anil, and Jason Hickey’s book, “Real World OCaml”
Anil’s personal website and Google Scholar page
The MirageOS library operating system
Cambridge University’s OCaml Labs
NASA’s Mars Polar Lander
The Xen Project, home to the hypervisor
The Tezos proof-of-stake blockchain
The Coq Proof Assistant system
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Building a UI Framework with Ty Overby
6 oktober 2021 · 1 uur
Ty Overby is a programmer in Jane Street’s web platform group where he works on Bonsai, our OCaml library for building interactive browser-based UI. In this episode, Ty and Ron consider the functional approach to building user interfaces. They also discuss Ty’s programming roots in Neopets, what development features they crave on the web, the unfairly maligned CSS, and why Excel is “arguably the greatest programming language ever developed.” Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
Jane Street’s Bonsai library
The 3D design system OpenSCAD
Matt Keeter’s libfive design tools
Try .NET in-browser repl
Jane Street’s Incr_dom library
The Elm Architecture “pattern for architecting interactive programs”
React JavaScript library
The Houdini proposal
Svelte UI toolkit
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Writing, Technically with James Somers
1 september 2021 · 1 uur 1 min
James Somers is Jane Street’s writer-in-residence, splitting his time between English and OCaml, and helping to push forward all sorts of efforts around knowledge-sharing at Jane Street. In this episode, James and Ron talk about the role of technical writing in an organization like Jane Street, and how engineering software relates to editing prose. Lees meer
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
mdx, the modified Markdown format that supports executing OCaml code blocks
More on the 4 types of technical writing that James references
Donald Knuth’s original book on Literate Programming
More on John McPhee’s use of KEDIT
Peter Seibel’s Coders at Work
David Goodsell’s The Machinery of Life
Scott Huler’s Defining the Wind
Some of James’s writing on our tech blog
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More Signals & Threads coming soon!
24 augustus 2021 · 1 min
Signals & Threads is back, and we have a fun season of topics lined up, including: Building better abstractions for design and user interfaces, the role of writing in a technical organization, the approach that different languages take to memory management...and more. We hope you’ll join us. The first episode drops September 1st. Lees meer
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An inside look at Jane Street's tech internship with Jeanne Van Briesen, Matt Else, and Grace Zhang
6 november 2020 · 1 uur 3 min
In this week's episode, the season 1 finale, Ron speaks with Jeanne, Matt, and Grace, three former tech interns at Jane Street who have returned as full-timers. They talk about the experience of being an intern at Jane Street, the types of projects that interns work on, and how they've found the transition to full-time work. Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Building a functional email server with Dominick LoBraico
28 oktober 2020 · 1 uur 4 min
Despite a steady trickle of newcomers, email still reigns supreme as the chief communication mechanism for the Information Age. At Jane Street, it’s just as critical as anywhere, but there’s one difference: the system at the heart of our email infrastructure is homegrown. This week, Ron talks to Dominick LoBraico, an engineer working on Jane Street’s technology infrastructure, about how and why we built Mailcore, an email server written and configured in OCaml. They delve into questions around how best to represent the configuration of a complex system, when you should build your own and when you shouldn’t, and the benefits of bringing a code-focused approach to solving systems problems. Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Language design with Leo White
21 oktober 2020 · 1 uur 8 min
Equal parts science and art, programming language design is very much an unsolved problem. This week, Ron speaks with Leo White, from Jane Street's Tools & Compilers team, about cutting-edge language features, future work happening on OCaml, and Jane Street's relationship with the broader open-source community. The conversation covers everything from the paradox of language popularity, to advanced type system features like modular implicits and dependent types. Listen in, no programming languages PhD required! Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Clock synchronization with Chris Perl
14 oktober 2020 · 44 min
Clock synchronization, keeping all of the clocks on your network set to the “correct” time, sounds straightforward: our smartphones sure don’t seem to have trouble with it. Next, keep them all accurate to within 100 microseconds, and prove that you did -- now things start to get tricky. In this episode, Ron talks with Chris Perl, a systems engineer at Jane Street about the fundamental difficulty of solving this problem at scale and how we solved it. Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Python, OCaml, and Machine Learning with Laurent Mazare
7 oktober 2020 · 1 uur
A conversation with Laurent Mazare about how your choice of programming language interacts with the kind of work you do, and in particular about the tradeoffs between Python and OCaml when doing machine learning and data analysis. Ron and Laurent discuss the tradeoffs between working in a text editor and a Jupyter Notebook, the importance of visualization and interactivity, how tools and practices vary between language ecosystems, and how language features like borrow-checking in Rust and ref-counting in Swift and Python can make machine learning easier. Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Compiler optimization with Greta Yorsh
30 september 2020 · 1 uur 10 min
It’s a software engineer’s dream: A compiler that can take idiomatic high-level code and output maximally efficient instructions. Ron’s guest this week is Greta Yorsh, who has worked on just that problem in a career spanning both industry and academia. Ron and Greta talk about some of the tricks that compilers use to make our software faster, ranging from feedback-directed optimization and super-optimization to formal analysis. Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Multicast and the markets with Brian Nigito
23 september 2020 · 1 uur 2 min
Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale. Lees meer
You can find the transcript for this episode along with links to things we discussed on our website.
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Build systems with Andrey Mokhov
16 september 2020 · 58 min
Most software engineers only think about their build system when it breaks; and yet, this often unloved piece of software forms the backbone of every serious project. This week, Ron has a conversation with Andrey Mokhov about build systems, from the venerable Make to Bazel and beyond. Andrey has a lot of experience in this field, including significant contributions to the replacement for the Glasgow Haskell Compiler’s Make-based system and Build Systems à la carte, a paper that untangles the complex ecosystem of existing build systems. Ron and Andrey muse on questions like why every language community seems to have its own purpose-built system and, closer to home, where Andrey and the rest of the build systems team at Jane Street are focusing their efforts. Lees meer
You can find the transcript for this episode along with links to related work on our website.
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Programmable hardware with Andy Ray
9 september 2020 · 59 min
The ever-widening availability of FPGAs has opened the door to solving a broad set of performance-critical problems in hardware. In this episode, Ron speaks with Andy Ray, who leads Jane Street’s hardware design team. Andy has a long career prior to Jane Street shipping hardware designs for things like modems and video codecs. That work led him to create Hardcaml, a domain-specific language for expressing hardware designs. Ron and Andy talk about the current state-of-the-art in hardware tooling, the economics of FPGAs, and how the process of designing hardware can be improved by applying lessons from software engineering. Lees meer
You can find the transcript for this episode along with links to related work on our website.
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Introducing Signals & Threads
24 augustus 2020 · 1 min
Listen in on Jane Street’s Ron Minsky as he has conversations with engineers working on everything from clock synchronization to reliable multicast, build systems to reconfigurable hardware. Get a peek at how Jane Street approaches problems, and how those ideas relate to tech more broadly. Lees meer