Intel Processor Trace is a hardware technology that can record allprogram execution flow along with timing information accurate toaround 30ns. As far as I ca... | Continue reading
We spend a lot of time on education at Jane Street. Like, really alot. | Continue reading
It’s the end of another dev internship season, and this one markedsomething of a transition, since halfway through the season, NY-basedinterns were invited b... | Continue reading
UPDATE: We are full up. Tons of people signed up for the talk, and we’renow at the limit of what we feel like we can support in the space. Thanks forall the ... | Continue reading
In the once upon a time days of the First Age of Magic, the prudent sorcererregarded his own true name as his most valued possession but also the greatestt... | Continue reading
I am pleased to announce that we have recently released a slew of newHardcaml libraries! | Continue reading
Memory issues can be hard to track down. A function that onlyallocates a few small objects can cause a space leak if it’s calledoften enough and those object... | Continue reading
Since version 4.10, OCaml offers a new best-fit memory allocatoralongside its existing default, the next-fit allocator. At JaneStreet, we’ve seen a big impro... | Continue reading
I’m excited (and slightly terrified) to announce that Jane Street isreleasing a new podcast, called Signals andThreads, and I’m going to be thehost. | Continue reading
It’s been an unusual internship season. | Continue reading
At Jane Street, we have some experience using FPGAs for low-latencysystems–FPGAs are programmable hardware where you get the speed of anapplication-specific ... | Continue reading
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 rapid imp... | Continue reading
At Jane Street, an “expecttest” is atest where you don’t manually write the output you’d like to checkyour code against – instead, this output is captured au... | Continue reading
Web browsers have supported customplug-ins andextensions sincethe 1990s, giving users the ability to add their own features andtools for improving workflow o... | Continue reading
When we set up a schedule on a computer, such as a list of commands torun every day at particular times via Linux cronjobs, weexpect that schedule to execute... | Continue reading
Updates and a New Run | Continue reading
The cover image is based on Jupiter family by NASA/JPL. | Continue reading
Welcome to another post in our series of how to use OCaml for machine learning.In previous posts we’ve discussed artistic style-transfer andreinforcement lea... | Continue reading
Imagine a system for editing and reviewing code where: | Continue reading
My job involves a lot of staring at large numbers, mostly latencies innanoseconds, and picking out magnitudes like microseconds. I noticedmyself constantly c... | Continue reading
Harvard is again teaching OCaml to its first-year students, and Greg Morrissettagain this year invited me to give a guest lecture. I gave a version of theEff... | Continue reading
Jane Street’s intern program yet again is coming to an end, which is anice opportunity to look back over the summer and see what they’veaccomplished. | Continue reading
Now that OCaml 4.08 has been released, let’s have a look at what wasaccomplished, with a particular focus on how our plans for4.08 fared. I’ll mostly focus o... | Continue reading
As anyone who has looked into functional reactiveprogramming (FRP)knows, there are lots of competing approaches to it, and not a lot of conceptualclarity abo... | Continue reading
At Jane Street, for the last several years, we have been increasingly interestedin machine learning and its many use cases. This is why it was exciting whene... | Continue reading
This is why I love OCaml. | Continue reading
People often think of formal methods and theorem provers as forbiddingtools, cool in theory but with a steep learning curve that makes themhard to use in rea... | Continue reading
In a previous blog postwe detailed how we used OCaml to reproduce some classical deep-learning resultsthat would usually be implemented in Python. Here we wi... | Continue reading
This blog post is about an interesting detail about machine learningthat I came across as a researcher at Jane Street - that of the interaction between L2 re... | Continue reading
If you were teaching a programming course, what language would you teach it in? | Continue reading
This post is meant to be an introduction toCore_bench, ourmicro-benchmarking library for OCaml. Core_bench is similar to Haskell’smicro-benchmarking library,... | Continue reading
At Jane Street, we often work with data that has a very lowsignal-to-noise ratio, but fortunately we also have a lot of data.Where practitioners in many fiel... | Continue reading
Last year we held a machine learning seminar in our London office,which was an opportunity to reproduce some classical deep learningresults with a nice twist... | Continue reading
Yet again, intern season is coming to a close, and so it’s time tolook back at what the interns have achieved in their short time withus. I’m always impress... | Continue reading
With the external release of OCaml 4.07.0 imminent, we in Jane Street’sTools & Compilers group have been planning what we want to work on forinclusion in... | Continue reading
We thought that phantom types would be an appropriate topic for our first realpost because they are a good example of a powerful and useful feature of OCamlt... | Continue reading