Software System Design and Implementation (18s1)

Jane Street Abstract

Table of Contents

1 OCaml Trader

1.1 Why OCaml is a good fit for Jane Street's business

How we meet the demands that trading makes on our technology stack, and why we believe that statically typed functional programming in general (OCaml in particular!) is well suited to those demands. This talk emphasizes: Explaining the various kinds of exchange participants (investor, speculator, market maker, arbitrageur), and How algebraic data types are particularly important for everyday correctness of our software

1.2 Bio of speaker:

Patrick Flanagan is a software developer at Jane Street Hong Kong. He is responsible for Jane Street's technology group in Asia.

Jane Street is a quantitative trading firm with offices in New York, London, and Hong Kong. They are heavily tech-focused, and their claim to fame in the programming community is that they're the largest industrial users of OCaml, which all of their infrastructure is built on.

Patrick has been with Jane Street for almost 10 years, and in that time he's racked servers in Japan, written code review tools in New York, developed and operated trading systems in London, and done all those things and more in Hong Kong. In addition to his usual daily duties of keeping the office running, he is involved with recruiting students for internship and graduate roles for all three of Jane Street's offices, especially Hong Kong.

2018-06-14 Thu 18:28

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