Accelerating Self-Play Learning in Go
At Jane Street, over the last few years, we’ve been increasingly exploring machine learning to improve our models. Many of us are fascinated by the...
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Playing Atari Games with OCaml and Deep Reinforcement Learning
In a previous blog post we detailed how we used OCaml to reproduce some classical deep-learning results that would usually be implemented in Python. Here...
By: Laurent Mazare
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L2 Regularization and Batch Norm
This blog post is about an interesting detail about machine learning that I came across as a researcher at Jane Street - that of the...
By: David Wu
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A tutorial for building web applications with Incr_dom
At Jane Street, our web UIs are built on top of an in-house framework called Incr_dom, modeled in part on React’s virtual DOM. Rendering different...
By: James Somers
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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...
By: Chris Hardin
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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...
