How to shuffle a big dataset
At Jane Street, we often work with data that has a very low signal-to-noise ratio, but fortunately we also have a lot of data. Where...
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Deep learning experiments in OCaml
Last year we held a machine learning seminar in our London office, which was an opportunity to reproduce some classical deep learning results with a...
By: Laurent Mazare
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What the interns have wrought, 2018 edition
Yet again, intern season is coming to a close, and so it’s time to look back at what the interns have achieved in their short...
By: Yaron Minsky
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Plans for OCaml 4.08
With the external release of OCaml 4.07.0 imminent, we in Jane Street’s Tools & Compilers group have been planning what we want to work on...
By: Leo White
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Repeatable exploratory programming
Expect tests are a technique I’ve written about before, but until recently, it’s been a little on the theoretical side. That’s because it’s been hard...
By: Yaron Minsky
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OCaml all the way down
One of the joys of working at Jane Street for the last 15 or so years has been seeing how our software stack has grown...
By: Yaron Minsky
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Putting the I back in IDE: Towards a Github Explorer
Imagine a system for editing and reviewing code where:
By: James Somers
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Learn OCaml in NYC
Interested in learning OCaml? In the NYC area? Then this might be for you!
By: Yaron Minsky
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Proofs (and Refutations) using Z3
People often think of formal methods and theorem provers as forbidding tools, cool in theory but with a steep learning curve that makes them hard...
By: Xavier Clerc
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Work on the OCaml compiler at Jane Street!
As Jane Street grows, the quality of the development tools we use matters more and more. We increasingly work on the OCaml compiler itself: adding...
By: Yaron Minsky
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Does batch size matter?
This post is aimed at readers who are already familiar with stochastic gradient descent (SGD) and terms like “batch size”. For an introduction to these...
By: Chris Hardin
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How Jane Street Does Code Review (Jane Street Tech Talk)
It’s time for our next Jane Street Tech Talk. When we’ve solicited suggestions for topics, one common request has been to talk about our internal...
By: Yaron Minsky
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Jane Street Tech Talk, Verifying Network Data Planes
After a summer hiatus, the Jane Street Tech Talks series is back on for the fall! Last we left it, our very own Dominick LoBraico...
By: Spiros Eliopoulos
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Real world machine learning (part 1)
Trading is a competitive business. You need great people and great technology, of course, but also trading strategies that make money. Where do those strategies...
How to design a tree diffing algorithm
For those of you interested in what what interns do at Jane Street, here’s a post from former intern Tristan Hume, on his work developing...
By: Yaron Minsky
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Ironing out your development style
People seem to enjoy talking about programming methodologies. They give them cute names, like eXtreme programming, Agile, and Scrum; run conferences and build communities around...
By: Yaron Minsky
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Hiring an FPGA engineer
Jane Street is looking to hire an engineer with experience in both software and hardware design to work on FPGA-based applications, and on tools for...
By: Yaron Minsky
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What the interns have wrought, 2017 edition
Intern season is coming to a close, and it’s a nice time to look back (as I’ve done in previous years) and review some of...
By: Yaron Minsky
