Listen in on Jane Street’s Ron Minsky as he has conversations with engineers who are working on everything from clock synchronization to reliable multicast, bui... More
Listen in on Jane Street’s Ron Minsky as he has conversations with engineers who are working on everything from clock synchronization to reliable multicast, bui... More
Available Episodes
5 of 18
The Future of Programming with Richard Eisenberg
Richard Eisenberg is one of the core maintainers of Haskell. He recently joined Jane Street’s Tools and Compilers team, where he hacks on the OCaml compiler. He and Ron discuss the powerful language feature that got him into PL design in the first place—dependent types—and its role in a world where AIs can (somewhat) competently write your code for you. They also discuss the differences between Haskell and OCaml; the perils of trying to make a language that works for everybody; and how best a company like Jane Street can collaborate with the open source community.You can find the transcript for this episode on our website.Some links to topics that came up in the discussion:Dependent typesGHCUnboxed types in OCamlLanguage extensions in Haskell
5/18/2023
59:37
Swapping the Engine Out of a Moving Race Car with Ella Ehrlich
Ella Ehrlich has been a developer at Jane Street for close to a decade. During much of that time, she’s worked on Gord, one of Jane Street’s oldest and most critical systems, which is responsible for normalizing and distributing the firm’s trading data. Ella and Ron talk about how to grow and modernize a legacy system without compromising uptime, why game developers are the “musicians of software,” and some of the work Jane Street has done to try to hire a more diverse set of software engineers.You can find the transcript for this episode on our website.Some links to topics that came up in the discussion:EG, The League of Legends team that Ella is a huge fan of.Apache Kafka, the message bus that Gord migrated to.Some of the various sources of symbology you have to deal with when normalizing trading data. (Really, there are too many sources to list here!)A list of Jane Street’s recruiting Programs and Events, including INSIGHT, which focuses on women, and IN FOCUS, which focuses on historically underrepresented ethnic or racial minorities.
9/12/2022
1:00:28
State Machine Replication, and Why You Should Care with Doug Patti
Doug Patti is a developer in Jane Street’s Client-Facing Tech team, where he works on a system called Concord that undergirds Jane Street’s client offerings. In this episode, Doug and Ron discuss how Concord, which has state-machine replication as its core abstraction, helps Jane Street achieve the reliability, scalability, and speed that the client business demands. They’ll also discuss Doug’s involvement in building a successor system called Aria, which is designed to deliver those same benefits to a much wider audience.You can find the transcript for this episode on our website.Some links to topics that came up in the discussion:Jane Street’s client-facing trading platformsA Signals and Threads episode on market data and multicast which discusses some of the history of state-machine replication in the markets.The FIX protocolUDP multicastReliable multicastKafka
4/20/2022
1:12:09
Memory Management with Stephen Dolan
Stephen Dolan works on Jane Street’s Tools and Compilers team where he focuses on the OCaml compiler. In this episode, Stephen and Ron take a trip down memory lane, discussing how to manage computer memory efficiently and safely. They consider trade-offs between reference counting and garbage collection, the surprising gains achieved by prefetching, and how new language features like local allocation and unboxed types could give OCaml users more control over their memory.You can find the transcript for this episode on our website.Some links to topics that came up in the discussion:Stephen’s command-line JSON processor, jqStephen’s Cambridge dissertation, “Algebraic Subtyping”, and a protoype implementation of mlsub, a language based on those ideas.A post from Stephen on how to benchmark different memory allocators.A Jane Street tech talk on “Unboxed Types for OCaml”, and an RFC in the OCaml RFC repo.A paper from Stephen and KC Sivaramakrishnan called “Bounding Data Races in Space and Time”, which is all about a new and better memory model for Multicore OCaml.Another paper describing the design of OCaml’s multicore GC.The Rust RFC for Higher-ranked trait bounds.
1/5/2022
1:22:34
What Is an Operating System? with Anil Madhavapeddy
Anil Madhavapeddy is an academic, author, engineer, entrepreneur, and OCaml aficionado. In this episode, Anil and Ron consider the evolving role of operating systems, security on the internet, and the pending arrival (at last!) of OCaml 5.0. They also discuss using Raspberry Pis to fight climate change; the programming inspiration found in British pubs and on Moroccan beaches; and the time Anil went to a party, got drunk, and woke up with a job working on the Mars Polar Lander.You can find the transcript for this episode on our website.Some links to topics that came up in the discussion:Ron, Anil, and Jason Hickey’s book, “Real World OCaml”Anil’s personal website and Google Scholar pageThe MirageOS library operating systemCambridge University’s OCaml LabsNASA’s Mars Polar LanderThe Xen Project, home to the hypervisorThe Tezos proof-of-stake blockchainThe Coq Proof Assistant system
Listen in on Jane Street’s Ron Minsky as he has conversations with engineers who are working on everything from clock synchronization to reliable multicast, build systems to reconfigurable hardware. Get a peek at how Jane Street approaches problems, and how those ideas relate to tech more broadly. You can find transcripts along with related links on our website at signalsandthreads.com.