
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...
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...
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...
This blog post is about an interesting detail about machine learning that I came across as a researcher at Jane Street - that of the...
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...
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...
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...
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...
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...
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...
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...
Imagine a system for editing and reviewing code where:
Interested in learning OCaml? In the NYC area? Then this might be for you!
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...
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...
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...
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...
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...
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...