https://simplecast.com Signals and Threads 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. Jane Street en Tue, 17 Mar 2026 17:06:13 +0000 Tue, 17 Mar 2026 17:06:24 +0000 https://signals-threads.simplecast.com Signals and Threads https://image.simplecastcdn.com/images/d8aba2bf-5388-42b5-a07c-479b767dfa4a/01c9b0c4-650e-4a32-bbcc-0d90437c9183/3000x3000/afd00d08-0bba-45b9-bf55-1b5afa3d2b9b.jpg?aid=rss_feed https://signals-threads.simplecast.com episodic 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. Jane Street false https://feeds.simplecast.com/L9810DOa Jane Street signals-and-threads@janestreet.com 5196d591-4785-4f4c-9c7c-5b3fc7fa868b Why Testing is Hard and How to Fix it with Will Wilson Will Wilson is the founder and CEO of Antithesis, which is trying to change how people test software. The idea is that you run your application inside a special hypervisor environment that intelligently (and deterministically) explores the program’s state space, allowing you to pinpoint and replay the events leading to crashes, bugs, and violations of invariants. In this episode, he and Ron take a broad view of testing, considering not just “the unreasonable effectiveness of example-based tests” but also property-based testing, fuzzing, chaos testing, type systems, and formal methods. How do you blend these techniques to find the subtle, show-stopper bugs that will otherwise wake you up at 3am? As Will has discovered, making testing less painful is actually a tour of some of computer science’s most vexing and interesting problems.

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Tue, 17 Mar 2026 17:06:13 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/why-testing-is-hard-and-how-to-fix-it-with-will-wilson-XzqcXp7B Will Wilson is the founder and CEO of Antithesis, which is trying to change how people test software. The idea is that you run your application inside a special hypervisor environment that intelligently (and deterministically) explores the program’s state space, allowing you to pinpoint and replay the events leading to crashes, bugs, and violations of invariants. In this episode, he and Ron take a broad view of testing, considering not just “the unreasonable effectiveness of example-based tests” but also property-based testing, fuzzing, chaos testing, type systems, and formal methods. How do you blend these techniques to find the subtle, show-stopper bugs that will otherwise wake you up at 3am? As Will has discovered, making testing less painful is actually a tour of some of computer science’s most vexing and interesting problems.

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Why Testing is Hard and How to Fix it with Will Wilson Jane Street 01:48:26 Will Wilson is the founder and CEO of Antithesis, which is trying to change how people test software. The idea is that you run your application inside a special hypervisor environment that intelligently (and deterministically) explores the program’s state space, allowing you to pinpoint and replay the events leading to crashes, bugs, and violations of invariants. In this episode, he and Ron take a broad view of testing, considering not just “the unreasonable effectiveness of example-based tests” but also property-based testing, fuzzing, chaos testing, type systems, and formal methods. How do you blend these techniques to find the subtle, show-stopper bugs that will otherwise wake you up at 3am? As Will has discovered, making testing less painful is actually a tour of some of computer science’s most vexing and interesting problems. Will Wilson is the founder and CEO of Antithesis, which is trying to change how people test software. The idea is that you run your application inside a special hypervisor environment that intelligently (and deterministically) explores the program’s state space, allowing you to pinpoint and replay the events leading to crashes, bugs, and violations of invariants. In this episode, he and Ron take a broad view of testing, considering not just “the unreasonable effectiveness of example-based tests” but also property-based testing, fuzzing, chaos testing, type systems, and formal methods. How do you blend these techniques to find the subtle, show-stopper bugs that will otherwise wake you up at 3am? As Will has discovered, making testing less painful is actually a tour of some of computer science’s most vexing and interesting problems. hypervisor, property-based testing, fuzzing false full 26 bbb96433-3655-4b84-b753-861792c12d3c Why ML Needs a New Programming Language with Chris Lattner Chris Lattner is the creator of LLVM and led the development of the Swift language at Apple. With Mojo, he’s taking another big swing: How do you make the process of getting the full power out of modern GPUs productive and fun? In this episode, Ron and Chris discuss how to design a language that’s easy to use while still providing the level of control required to write state of the art kernels. A key idea is to ask programmers to fully reckon with the details of the hardware, but making that work manageable and shareable via a form of type-safe metaprogramming. The aim is to support both specialization to the computation in question as well as to the hardware platform. “Somebody has to do this work,” Chris says, “if we ever want to get to an ecosystem where one vendor doesn’t control everything.”

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Wed, 3 Sep 2025 20:51:15 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/why-ml-needs-a-new-programming-language-with-chris-lattner-KAEYra_E Chris Lattner is the creator of LLVM and led the development of the Swift language at Apple. With Mojo, he’s taking another big swing: How do you make the process of getting the full power out of modern GPUs productive and fun? In this episode, Ron and Chris discuss how to design a language that’s easy to use while still providing the level of control required to write state of the art kernels. A key idea is to ask programmers to fully reckon with the details of the hardware, but making that work manageable and shareable via a form of type-safe metaprogramming. The aim is to support both specialization to the computation in question as well as to the hardware platform. “Somebody has to do this work,” Chris says, “if we ever want to get to an ecosystem where one vendor doesn’t control everything.”

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Why ML Needs a New Programming Language with Chris Lattner Jane Street 01:12:57 Chris Lattner is the creator of LLVM and led the development of the Swift language at Apple. With Mojo, he’s taking another big swing: How do you make the process of getting the full power out of modern GPUs productive and fun? In this episode, Ron and Chris discuss how to design a language that’s easy to use while still providing the level of control required to write state of the art kernels. A key idea is to ask programmers to fully reckon with the details of the hardware, but making that work manageable and shareable via a form of type-safe metaprogramming. The aim is to support both specialization to the computation in question as well as to the hardware platform. “Somebody has to do this work,” Chris says, “if we ever want to get to an ecosystem where one vendor doesn’t control everything.” Chris Lattner is the creator of LLVM and led the development of the Swift language at Apple. With Mojo, he’s taking another big swing: How do you make the process of getting the full power out of modern GPUs productive and fun? In this episode, Ron and Chris discuss how to design a language that’s easy to use while still providing the level of control required to write state of the art kernels. A key idea is to ask programmers to fully reckon with the details of the hardware, but making that work manageable and shareable via a form of type-safe metaprogramming. The aim is to support both specialization to the computation in question as well as to the hardware platform. “Somebody has to do this work,” Chris says, “if we ever want to get to an ecosystem where one vendor doesn’t control everything.” template metaprogramming, simd, modular ai, pattern matching, ai accelerators, mojo, cuda, llvm, gpu, pytorch, tensor core false full 25 99b2f5d6-adda-48c9-86ea-9ab5e4734b58 The Thermodynamics of Trading with Daniel Pontecorvo Daniel Pontecorvo runs the “physical engineering” team at Jane Street. This group blends architecture, mechanical engineering, electrical engineering, and construction management to build functional physical spaces. In this episode, Ron and Dan go deep on the challenge of heat exchange in a datacenter, especially in the face of increasingly dense power demands—and the analogous problem of keeping traders cool at their desks. Along the way they discuss the way ML is changing the physical constraints of computing; the benefits of having physical engineering expertise in-house; the importance of monitoring; and whether you really need Apollo-style CO2 scrubbers to ensure your office gets fresh air.

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Fri, 25 Jul 2025 18:21:50 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/the-thermodynamics-of-trading-with-daniel-pontecorvo-75ib8seg Daniel Pontecorvo runs the “physical engineering” team at Jane Street. This group blends architecture, mechanical engineering, electrical engineering, and construction management to build functional physical spaces. In this episode, Ron and Dan go deep on the challenge of heat exchange in a datacenter, especially in the face of increasingly dense power demands—and the analogous problem of keeping traders cool at their desks. Along the way they discuss the way ML is changing the physical constraints of computing; the benefits of having physical engineering expertise in-house; the importance of monitoring; and whether you really need Apollo-style CO2 scrubbers to ensure your office gets fresh air.

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> The Thermodynamics of Trading with Daniel Pontecorvo Jane Street 00:58:46 Daniel Pontecorvo runs the “physical engineering” team at Jane Street. This group blends architecture, mechanical engineering, electrical engineering, and construction management to build functional physical spaces. In this episode, Ron and Dan go deep on the challenge of heat exchange in a datacenter, especially in the face of increasingly dense power demands—and the analogous problem of keeping traders cool at their desks. Along the way they discuss the way ML is changing the physical constraints of computing; the benefits of having physical engineering expertise in-house; the importance of monitoring; and whether you really need Apollo-style CO2 scrubbers to ensure your office gets fresh air. Daniel Pontecorvo runs the “physical engineering” team at Jane Street. This group blends architecture, mechanical engineering, electrical engineering, and construction management to build functional physical spaces. In this episode, Ron and Dan go deep on the challenge of heat exchange in a datacenter, especially in the face of increasingly dense power demands—and the analogous problem of keeping traders cool at their desks. Along the way they discuss the way ML is changing the physical constraints of computing; the benefits of having physical engineering expertise in-house; the importance of monitoring; and whether you really need Apollo-style CO2 scrubbers to ensure your office gets fresh air. direct liquid cooling, fire suppression, circadian rhythm lighting, δt, modular desks, crac unit, immersion cooling, hot aisle / cold aisle containment, rail optimized network, merv filters false full 24 ce30b1af-c774-41b4-8998-801184e0594f Building Tools for Traders with Ian Henry Ian Henry started his career at Warby Parker and Trello, building consumer apps for millions of users. Now he writes high-performance tools for a small set of experts on Jane Street’s options desk. In this episode, Ron and Ian explore what it’s like writing code at a company that has been “on its own parallel universe software adventure for the last twenty years.” Along the way, they go on a tour of Ian’s whimsical and sophisticated side projects—like Bauble, a playground for rendering trippy 3D shapes using signed distance functions—that have gone on to inform his work: writing typesafe frontend code for users who measure time in microseconds and prefer their UIs to be “six pixels high.”

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Wed, 28 May 2025 17:09:14 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/building-tools-for-traders-with-ian-henry-fIrYAjpi Ian Henry started his career at Warby Parker and Trello, building consumer apps for millions of users. Now he writes high-performance tools for a small set of experts on Jane Street’s options desk. In this episode, Ron and Ian explore what it’s like writing code at a company that has been “on its own parallel universe software adventure for the last twenty years.” Along the way, they go on a tour of Ian’s whimsical and sophisticated side projects—like Bauble, a playground for rendering trippy 3D shapes using signed distance functions—that have gone on to inform his work: writing typesafe frontend code for users who measure time in microseconds and prefer their UIs to be “six pixels high.”

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

]]> Building Tools for Traders with Ian Henry Jane Street 01:19:39 Ian Henry started his career at Warby Parker and Trello, building consumer apps for millions of users. Now he writes high-performance tools for a small set of experts on Jane Street’s options desk. In this episode, Ron and Ian explore what it’s like writing code at a company that has been “on its own parallel universe software adventure for the last twenty years.” Along the way, they go on a tour of Ian’s whimsical and sophisticated side projects—like Bauble, a playground for rendering trippy 3D shapes using signed distance functions—that have gone on to inform his work: writing typesafe frontend code for users who measure time in microseconds and prefer their UIs to be “six pixels high.” Ian Henry started his career at Warby Parker and Trello, building consumer apps for millions of users. Now he writes high-performance tools for a small set of experts on Jane Street’s options desk. In this episode, Ron and Ian explore what it’s like writing code at a company that has been “on its own parallel universe software adventure for the last twenty years.” Along the way, they go on a tour of Ian’s whimsical and sophisticated side projects—like Bauble, a playground for rendering trippy 3D shapes using signed distance functions—that have gone on to inform his work: writing typesafe frontend code for users who measure time in microseconds and prefer their UIs to be “six pixels high.” pattern matching, sum types, signed distance functions, snapshot testing, lisp, react, ray marching, bonsai false full 23 71055a32-d2ed-4f29-9680-effa315124e1 Finding Signal in the Noise with In Young Cho In Young Cho thought she was going to be a doctor but fell into a trading internship at Jane Street. Now she helps lead the research group’s efforts in machine learning. In this episode, In Young and Ron touch on the porous boundaries between trading, research, and software engineering, which require different sensibilities but are often blended in a single person. They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks.

You can find the transcript for this episode on our website.

]]> Wed, 12 Mar 2025 14:41:48 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/finding-signal-in-the-noise-with-in-young-cho-qBmfD9v_ In Young Cho thought she was going to be a doctor but fell into a trading internship at Jane Street. Now she helps lead the research group’s efforts in machine learning. In this episode, In Young and Ron touch on the porous boundaries between trading, research, and software engineering, which require different sensibilities but are often blended in a single person. They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks.

You can find the transcript for this episode on our website.

]]> Finding Signal in the Noise with In Young Cho Jane Street 00:59:45 In Young Cho thought she was going to be a doctor but fell into a trading internship at Jane Street. Now she helps lead the research group’s efforts in machine learning. In this episode, In Young and Ron touch on the porous boundaries between trading, research, and software engineering, which require different sensibilities but are often blended in a single person. They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks. In Young Cho thought she was going to be a doctor but fell into a trading internship at Jane Street. Now she helps lead the research group’s efforts in machine learning. In this episode, In Young and Ron touch on the porous boundaries between trading, research, and software engineering, which require different sensibilities but are often blended in a single person. They discuss the tension between flexible research tools and robust production systems; the challenges of ML in a low-data, high-noise environment subject to frequent regime changes; and the shift from simple linear models to deep neural networks. research, gpus, high-noise low-data regime, transfer learning, deep learning, trading internship, modeling, time series data false full 22 687db127-ef82-4e2f-b2a3-7fe306feb797 The Uncertain Art of Accelerating ML Models with Sylvain Gugger Sylvain Gugger is a former math teacher who fell into machine learning via a MOOC and became an expert in the low-level performance details of neural networks. He’s now on the ML infrastructure team at Jane Street, where he helps traders speed up their models. In this episode, Sylvain and Ron go deep on learning rate schedules; the subtle performance bugs PyTorch lets you write; how to keep a hungry GPU well-fed; and lots more, including the foremost importance of reproducibility in training runs. They also discuss some of the unique challenges of doing ML in the world of trading, like the unusual size and shape of market data and the need to do inference at shockingly low latencies.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Mon, 14 Oct 2024 14:47:42 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/the-uncertain-art-of-accelerating-ml-models-with-sylvain-gugger-moYuL4Ps Sylvain Gugger is a former math teacher who fell into machine learning via a MOOC and became an expert in the low-level performance details of neural networks. He’s now on the ML infrastructure team at Jane Street, where he helps traders speed up their models. In this episode, Sylvain and Ron go deep on learning rate schedules; the subtle performance bugs PyTorch lets you write; how to keep a hungry GPU well-fed; and lots more, including the foremost importance of reproducibility in training runs. They also discuss some of the unique challenges of doing ML in the world of trading, like the unusual size and shape of market data and the need to do inference at shockingly low latencies.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> The Uncertain Art of Accelerating ML Models with Sylvain Gugger Jane Street 01:06:22 Sylvain Gugger is a former math teacher who fell into machine learning via a MOOC and became an expert in the low-level performance details of neural networks. He’s now on the ML infrastructure team at Jane Street, where he helps traders speed up their models. In this episode, Sylvain and Ron go deep on learning rate schedules; the subtle performance bugs PyTorch lets you write; how to keep a hungry GPU well-fed; and lots more, including the foremost importance of reproducibility in training runs. They also discuss some of the unique challenges of doing ML in the world of trading, like the unusual size and shape of market data and the need to do inference at shockingly low latencies. Sylvain Gugger is a former math teacher who fell into machine learning via a MOOC and became an expert in the low-level performance details of neural networks. He’s now on the ML infrastructure team at Jane Street, where he helps traders speed up their models. In this episode, Sylvain and Ron go deep on learning rate schedules; the subtle performance bugs PyTorch lets you write; how to keep a hungry GPU well-fed; and lots more, including the foremost importance of reproducibility in training runs. They also discuss some of the unique challenges of doing ML in the world of trading, like the unusual size and shape of market data and the need to do inference at shockingly low latencies. jax, gpu kernels, learning rate schedules, memory transfers, cuda, convolutions, pytorch false full 21 2c7edb98-1e94-45af-b932-857a235c1740 Solving Puzzles in Production with Liora Friedberg Liora Friedberg is a Production Engineer at Jane Street with a background in economics and computer science. In this episode, Liora and Ron discuss how production engineering blends high-stakes puzzle solving with thoughtful software engineering, as the people doing support build tools to make that support less necessary. They also discuss how Jane Street uses both tabletop simulation and hands-on exercises to train Production Engineers; what skills effective Production Engineers have in common; and how to create a culture where people aren’t blamed for making costly mistakes.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Mon, 7 Oct 2024 15:50:40 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/solving-puzzles-in-production-with-liora-friedberg-dk6vYnK2 Liora Friedberg is a Production Engineer at Jane Street with a background in economics and computer science. In this episode, Liora and Ron discuss how production engineering blends high-stakes puzzle solving with thoughtful software engineering, as the people doing support build tools to make that support less necessary. They also discuss how Jane Street uses both tabletop simulation and hands-on exercises to train Production Engineers; what skills effective Production Engineers have in common; and how to create a culture where people aren’t blamed for making costly mistakes.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Solving Puzzles in Production with Liora Friedberg Jane Street 00:53:50 Liora Friedberg is a Production Engineer at Jane Street with a background in economics and computer science. In this episode, Liora and Ron discuss how production engineering blends high-stakes puzzle solving with thoughtful software engineering, as the people doing support build tools to make that support less necessary. They also discuss how Jane Street uses both tabletop simulation and hands-on exercises to train Production Engineers; what skills effective Production Engineers have in common; and how to create a culture where people aren’t blamed for making costly mistakes. Liora Friedberg is a Production Engineer at Jane Street with a background in economics and computer science. In this episode, Liora and Ron discuss how production engineering blends high-stakes puzzle solving with thoughtful software engineering, as the people doing support build tools to make that support less necessary. They also discuss how Jane Street uses both tabletop simulation and hands-on exercises to train Production Engineers; what skills effective Production Engineers have in common; and how to create a culture where people aren’t blamed for making costly mistakes. metrics-based alerting, observability, sres, production engineering, site reliability engineering false full 20 7fbcaaa9-5840-42df-adfc-829f7f8672da From the Lab to the Trading Floor with Erin Murphy Erin Murphy is Jane Street’s first UX designer, and before that, she worked at NASA’s Jet Propulsion Laboratory building user interfaces for space missions. She’s also an illustrator with her own quarterly journal. In this episode, Erin and Ron discuss the challenge of doing user-centered design in an organization where experts are used to building tools for themselves. How do you bring a command-line interface to the web without making it worse for power users? They also discuss how beauty in design is more about utility than aesthetics; what Jane Street looks for in UX candidates; and how to help engineers discover what their users really want.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Fri, 12 Jul 2024 19:15:09 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/from-the-lab-to-the-trading-floor-with-erin-murphy-hD6GHMhc Erin Murphy is Jane Street’s first UX designer, and before that, she worked at NASA’s Jet Propulsion Laboratory building user interfaces for space missions. She’s also an illustrator with her own quarterly journal. In this episode, Erin and Ron discuss the challenge of doing user-centered design in an organization where experts are used to building tools for themselves. How do you bring a command-line interface to the web without making it worse for power users? They also discuss how beauty in design is more about utility than aesthetics; what Jane Street looks for in UX candidates; and how to help engineers discover what their users really want.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> From the Lab to the Trading Floor with Erin Murphy Jane Street 01:03:35 Erin Murphy is Jane Street’s first UX designer, and before that, she worked at NASA’s Jet Propulsion Laboratory building user interfaces for space missions. She’s also an illustrator with her own quarterly journal. In this episode, Erin and Ron discuss the challenge of doing user-centered design in an organization where experts are used to building tools for themselves. How do you bring a command-line interface to the web without making it worse for power users? They also discuss how beauty in design is more about utility than aesthetics; what Jane Street looks for in UX candidates; and how to help engineers discover what their users really want. Erin Murphy is Jane Street’s first UX designer, and before that, she worked at NASA’s Jet Propulsion Laboratory building user interfaces for space missions. She’s also an illustrator with her own quarterly journal. In this episode, Erin and Ron discuss the challenge of doing user-centered design in an organization where experts are used to building tools for themselves. How do you bring a command-line interface to the web without making it worse for power users? They also discuss how beauty in design is more about utility than aesthetics; what Jane Street looks for in UX candidates; and how to help engineers discover what their users really want. design, ux, user-centered design false full 19 0c89860d-73e9-4d81-8fa0-147a36ea4ffd Performance Engineering on Hard Mode with Andrew Hunter Andrew Hunter makes code really, really fast. Before joining Jane Street, he worked for seven years at Google on multithreaded architecture, and was a tech lead for tcmalloc, Google’s world-class scalable malloc implementation. In this episode, Andrew and Ron discuss how, paradoxically, it can be easier to optimize systems at hyperscale because of the impact that even miniscule changes can have. Finding performance wins in trading systems—which operate at a smaller scale, but which have bursty, low-latency workloads—is often trickier. Andrew explains how he approaches the problem, including his favorite profiling techniques and tools for visualizing traces; the unique challenges of optimizing OCaml versus C++; and when you should and shouldn’t care about nanoseconds. They also touch on the joys of musical theater, and how to pass an interview when you’re sleep-deprived.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Tue, 28 Nov 2023 22:08:42 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/performance-engineering-on-hard-mode-with-andrew-hunter-fxhCMIkB Andrew Hunter makes code really, really fast. Before joining Jane Street, he worked for seven years at Google on multithreaded architecture, and was a tech lead for tcmalloc, Google’s world-class scalable malloc implementation. In this episode, Andrew and Ron discuss how, paradoxically, it can be easier to optimize systems at hyperscale because of the impact that even miniscule changes can have. Finding performance wins in trading systems—which operate at a smaller scale, but which have bursty, low-latency workloads—is often trickier. Andrew explains how he approaches the problem, including his favorite profiling techniques and tools for visualizing traces; the unique challenges of optimizing OCaml versus C++; and when you should and shouldn’t care about nanoseconds. They also touch on the joys of musical theater, and how to pass an interview when you’re sleep-deprived.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Performance Engineering on Hard Mode with Andrew Hunter Jane Street 00:55:34 Andrew Hunter makes code really, really fast. Before joining Jane Street, he worked for seven years at Google on multithreaded architecture, and was a tech lead for tcmalloc, Google’s world-class scalable malloc implementation. In this episode, Andrew and Ron discuss how, paradoxically, it can be easier to optimize systems at hyperscale because of the impact that even miniscule changes can have. Finding performance wins in trading systems—which operate at a smaller scale, but which have bursty, low-latency workloads—is often trickier. Andrew explains how he approaches the problem, including his favorite profiling techniques and tools for visualizing traces; the unique challenges of optimizing OCaml versus C++; and when you should and shouldn’t care about nanoseconds. They also touch on the joys of musical theater, and how to pass an interview when you’re sleep-deprived. Andrew Hunter makes code really, really fast. Before joining Jane Street, he worked for seven years at Google on multithreaded architecture, and was a tech lead for tcmalloc, Google’s world-class scalable malloc implementation. In this episode, Andrew and Ron discuss how, paradoxically, it can be easier to optimize systems at hyperscale because of the impact that even miniscule changes can have. Finding performance wins in trading systems—which operate at a smaller scale, but which have bursty, low-latency workloads—is often trickier. Andrew explains how he approaches the problem, including his favorite profiling techniques and tools for visualizing traces; the unique challenges of optimizing OCaml versus C++; and when you should and shouldn’t care about nanoseconds. They also touch on the joys of musical theater, and how to pass an interview when you’re sleep-deprived. performance engineering, magic-trace, pprof, perf false full 18 fdc93e1a-b7f4-48f1-9d29-08a311d82045 A Poet's Guide to Product Management with Peter Bogart-Johnson Peter Bogart-Johnson was one of Jane Street’s first program managers, and helped bring the art of PMing—where that “P” variously stands for “project,” “product,” or some blend of the two—to the company at large. He’s also a poet and the editor of a literary magazine. In this episode, Peter and Ron discuss the challenge of gaining trust as an outsider: how do you teach teams a new way of doing things while preserving what’s already working? The key, Peter says, is you listen; a good PM is an anthropologist. They also discuss how paying down technical debt isn’t something you do instead of serving customers; what Jane Street looks for in PM candidates; and how to help teams coordinate in times of great change.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Tue, 15 Aug 2023 13:42:13 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/a-poets-guide-to-product-management-with-peter-bogart-johnson-_sAIFzsS Peter Bogart-Johnson was one of Jane Street’s first program managers, and helped bring the art of PMing—where that “P” variously stands for “project,” “product,” or some blend of the two—to the company at large. He’s also a poet and the editor of a literary magazine. In this episode, Peter and Ron discuss the challenge of gaining trust as an outsider: how do you teach teams a new way of doing things while preserving what’s already working? The key, Peter says, is you listen; a good PM is an anthropologist. They also discuss how paying down technical debt isn’t something you do instead of serving customers; what Jane Street looks for in PM candidates; and how to help teams coordinate in times of great change.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> A Poet's Guide to Product Management with Peter Bogart-Johnson Jane Street 01:02:17 Peter Bogart-Johnson was one of Jane Street’s first program managers, and helped bring the art of PMing—where that “P” variously stands for “project,” “product,” or some blend of the two—to the company at large. He’s also a poet and the editor of a literary magazine. In this episode, Peter and Ron discuss the challenge of gaining trust as an outsider: how do you teach teams a new way of doing things while preserving what’s already working? The key, Peter says, is you listen; a good PM is an anthropologist. They also discuss how paying down technical debt isn’t something you do instead of serving customers; what Jane Street looks for in PM candidates; and how to help teams coordinate in times of great change. Peter Bogart-Johnson was one of Jane Street’s first program managers, and helped bring the art of PMing—where that “P” variously stands for “project,” “product,” or some blend of the two—to the company at large. He’s also a poet and the editor of a literary magazine. In this episode, Peter and Ron discuss the challenge of gaining trust as an outsider: how do you teach teams a new way of doing things while preserving what’s already working? The key, Peter says, is you listen; a good PM is an anthropologist. They also discuss how paying down technical debt isn’t something you do instead of serving customers; what Jane Street looks for in PM candidates; and how to help teams coordinate in times of great change. product management, toil reduction sprint, technical debt, project management false full 17 3f2f7776-4fc5-4566-9518-7b0a7a843b62 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:

]]> Thu, 18 May 2023 15:15:49 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/the-future-of-programming-with-richard-eisenberg-pOktpZ_e 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:

]]> The Future of Programming with Richard Eisenberg Jane Street 00:59:37 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. 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. unboxed types, ocaml, programming language design, dependent types, haskell, ai assistants false full 16 1304d0a9-a979-4663-aa1f-f5cae221c360 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.
]]> Mon, 12 Sep 2022 20:46:54 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/swapping-the-engine-out-of-a-moving-race-car-with-ella-ehrlich-WWjYmqQI 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.
]]> Swapping the Engine Out of a Moving Race Car with Ella Ehrlich Jane Street 01:00:28 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. 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. insight, gord, ocaml, women in tech, symbology, internship, software engineering, kafka, women in stem, performance testing false full 15 09c1eda2-94d4-4da5-b769-686a96ecdd62 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:

]]> Wed, 20 Apr 2022 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/state-machine-replication-and-why-you-should-care-with-doug-patti-ddqeDcTw 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:

]]> State Machine Replication, and Why You Should Care with Doug Patti Jane Street 01:12:09 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. 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. paxos, marketdata, raft, blockchain, topics, fix protocol, proxy layers, node.js, high-touch flow, udp multicast, synchronous state machine, concord, ruby, kafka, rate limiting, shards, permissioning, threads, snapshots, smart contract, aria, race conditions false full 14 03ebcf1a-fa28-4945-8b68-f4753c8f4504 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:

]]> Wed, 5 Jan 2022 17:30:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/memory-management-with-stephen-dolan-VnWeJYgk 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:

]]> Memory Management with Stephen Dolan Jane Street 01:22:34 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. 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. struct, jq, reference counting, prefetching, smart constructors, rust, ocaml, monomorphization, go, json, haskell, mlsub, garbage collection, list.map, polymorphism, major heap, c, minor heap false full 13 358d8e7c-0979-4ff5-b2f6-be1c5f08a6da 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:

]]> Wed, 3 Nov 2021 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/what-is-an-operating-system-with-anil-madhavapeddy-q6Bgv_BW 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:

]]> What Is an Operating System? with Anil Madhavapeddy Jane Street 01:01:11 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. 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. grand central dispatch, multicore, merlin, iocp, openbsd, webassembly, docker, mirageos, garbage collector, xen hypervisor, multics, paravirtualization, rust, ocaml, go, lpc, reasonml, java, xensource, opam, dune, unix, c, io_uring, data race false full 12 a23d66a7-8119-47c2-843f-bf5b8e2516ea Building a UI Framework with Ty Overby Ty Overby is a programmer in Jane Street’s web platform group where he works on Bonsai, our OCaml library for building interactive browser-based UI. In this episode, Ty and Ron consider the functional approach to building user interfaces. They also discuss Ty’s programming roots in Neopets, what development features they crave on the web, the unfairly maligned CSS, and why Excel is “arguably the greatest programming language ever developed.”

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Wed, 6 Oct 2021 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/building-a-ui-framework-with-ty-overby-1YPs6hg_ Ty Overby is a programmer in Jane Street’s web platform group where he works on Bonsai, our OCaml library for building interactive browser-based UI. In this episode, Ty and Ron consider the functional approach to building user interfaces. They also discuss Ty’s programming roots in Neopets, what development features they crave on the web, the unfairly maligned CSS, and why Excel is “arguably the greatest programming language ever developed.”

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

]]> Building a UI Framework with Ty Overby Jane Street 01:00:04 Ty Overby is a programmer in Jane Street’s web platform group where he works on Bonsai, our OCaml library for building interactive browser-based UI. In this episode, Ty and Ron consider the functional approach to building user interfaces. They also discuss Ty’s programming roots in Neopets, what development features they crave on the web, the unfairly maligned CSS, and why Excel is “arguably the greatest programming language ever developed.” Ty Overby is a programmer in Jane Street’s web platform group where he works on Bonsai, our OCaml library for building interactive browser-based UI. In this episode, Ty and Ron consider the functional approach to building user interfaces. They also discuss Ty’s programming roots in Neopets, what development features they crave on the web, the unfairly maligned CSS, and why Excel is “arguably the greatest programming language ever developed.” libfive, web ui, google docs, state management, directed acyclic graph, openscad, houdini, blender, ui, ocaml, state machine, virtual dom, excel, css, react, composability, svelte, dom, incr_dom, elm architecture, bonsai false full 11 7ec76447-b92a-4256-b95a-225ab00251e1 Writing, Technically with James Somers James Somers is Jane Street’s writer-in-residence, splitting his time between English and OCaml, and helping to push forward all sorts of efforts around knowledge-sharing at Jane Street. In this episode, James and Ron talk about the role of technical writing in an organization like Jane Street, and how engineering software relates to editing prose.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

Some of James’s writing on our tech blog

]]> Wed, 1 Sep 2021 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/ James Somers is Jane Street’s writer-in-residence, splitting his time between English and OCaml, and helping to push forward all sorts of efforts around knowledge-sharing at Jane Street. In this episode, James and Ron talk about the role of technical writing in an organization like Jane Street, and how engineering software relates to editing prose.

You can find the transcript for this episode  on our website.

Some links to topics that came up in the discussion:

Some of James’s writing on our tech blog

]]> Writing, Technically with James Somers Jane Street 01:00:58 James Somers is Jane Street’s writer-in-residence, splitting his time between English and OCaml, and helping to push forward all sorts of efforts around knowledge-sharing at Jane Street. In this episode, James and Ron talk about the role of technical writing in an organization like Jane Street, and how engineering software relates to editing prose. James Somers is Jane Street’s writer-in-residence, splitting his time between English and OCaml, and helping to push forward all sorts of efforts around knowledge-sharing at Jane Street. In this episode, James and Ron talk about the role of technical writing in an organization like Jane Street, and how engineering software relates to editing prose. writing, documentation, literate programming, knowledge sharing, editing, technical writing false full 10 e694fb97-03a7-4509-9d83-a69ae9a364d8 More Signals & Threads coming soon! Signals & Threads is back, and we have a fun season of topics lined up, including: Building better abstractions for design and user interfaces, the role of writing in a technical organization, the approach that different languages take to memory management...and more. We hope you’ll join us. The first episode drops September 1st.

]]> Tue, 24 Aug 2021 13:36:17 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/more-signals-and-threads-coming-soon-bZXFSWKN Signals & Threads is back, and we have a fun season of topics lined up, including: Building better abstractions for design and user interfaces, the role of writing in a technical organization, the approach that different languages take to memory management...and more. We hope you’ll join us. The first episode drops September 1st.

]]> More Signals & Threads coming soon! Jane Street 00:00:37 Signals & Threads is back, and we have a fun season of topics lined up, including: Building better abstractions for design and user interfaces, the role of writing in a technical organization, the approach that different languages take to memory management...and more. We hope you’ll join us. The first episode drops September 1st. Signals & Threads is back, and we have a fun season of topics lined up, including: Building better abstractions for design and user interfaces, the role of writing in a technical organization, the approach that different languages take to memory management...and more. We hope you’ll join us. The first episode drops September 1st. false trailer 20f62586-b232-46c4-9f51-298c918b2385 An inside look at Jane Street's tech internship with Jeanne Van Briesen, Matt Else, and Grace Zhang In this week's episode, the season 1 finale, Ron speaks with Jeanne, Matt, and Grace, three former tech interns at Jane Street who have returned as full-timers. They talk about the experience of being an intern at Jane Street, the types of projects that interns work on, and how they've found the transition to full-time work.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Fri, 6 Nov 2020 17:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com In this week's episode, the season 1 finale, Ron speaks with Jeanne, Matt, and Grace, three former tech interns at Jane Street who have returned as full-timers. They talk about the experience of being an intern at Jane Street, the types of projects that interns work on, and how they've found the transition to full-time work.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> An inside look at Jane Street's tech internship with Jeanne Van Briesen, Matt Else, and Grace Zhang Jane Street 01:02:52 In this week's episode, the season 1 finale, Ron speaks with Jeanne, Matt, and Grace, three former tech interns at Jane Street who have returned as full-timers. They talk about the experience of being an intern at Jane Street, the types of projects that interns work on, and how they've found the transition to full-time work. In this week's episode, the season 1 finale, Ron speaks with Jeanne, Matt, and Grace, three former tech interns at Jane Street who have returned as full-timers. They talk about the experience of being an intern at Jane Street, the types of projects that interns work on, and how they've found the transition to full-time work. computer science, tech recruiting, internship, onboarding, imposter syndrome, education false full 9 92719ac0-05fc-448a-b063-a212d196c36a Building a functional email server with Dominick LoBraico Despite a steady trickle of newcomers, email still reigns supreme as the chief communication mechanism for the Information Age. At Jane Street, it’s just as critical as anywhere, but there’s one difference: the system at the heart of our email infrastructure is homegrown. This week, Ron talks to Dominick LoBraico, an engineer working on Jane Street’s technology infrastructure, about how and why we built Mailcore, an email server written and configured in OCaml. They delve into questions around how best to represent the configuration of a complex system, when you should build your own and when you shouldn’t, and the benefits of bringing a code-focused approach to solving systems problems.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Wed, 28 Oct 2020 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com Despite a steady trickle of newcomers, email still reigns supreme as the chief communication mechanism for the Information Age. At Jane Street, it’s just as critical as anywhere, but there’s one difference: the system at the heart of our email infrastructure is homegrown. This week, Ron talks to Dominick LoBraico, an engineer working on Jane Street’s technology infrastructure, about how and why we built Mailcore, an email server written and configured in OCaml. They delve into questions around how best to represent the configuration of a complex system, when you should build your own and when you shouldn’t, and the benefits of bringing a code-focused approach to solving systems problems.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Building a functional email server with Dominick LoBraico Jane Street 01:03:36 Despite a steady trickle of newcomers, email still reigns supreme as the chief communication mechanism for the Information Age. At Jane Street, it’s just as critical as anywhere, but there’s one difference: the system at the heart of our email infrastructure is homegrown. This week, Ron talks to Dominick LoBraico, an engineer working on Jane Street’s technology infrastructure, about how and why we built Mailcore, an email server written and configured in OCaml. They delve into questions around how best to represent the configuration of a complex system, when you should build your own and when you shouldn’t, and the benefits of bringing a code-focused approach to solving systems problems. Despite a steady trickle of newcomers, email still reigns supreme as the chief communication mechanism for the Information Age. At Jane Street, it’s just as critical as anywhere, but there’s one difference: the system at the heart of our email infrastructure is homegrown. This week, Ron talks to Dominick LoBraico, an engineer working on Jane Street’s technology infrastructure, about how and why we built Mailcore, an email server written and configured in OCaml. They delve into questions around how best to represent the configuration of a complex system, when you should build your own and when you shouldn’t, and the benefits of bringing a code-focused approach to solving systems problems. mailcore, systems programming, spf, configuration language, architecture, dkim, smtp, productivity hacking, dsl, email, ocaml false full 8 67d59160-9a9c-42a5-a5f1-f90842b140ab Language design with Leo White Equal parts science and art, programming language design is very much an unsolved problem. This week, Ron speaks with Leo White, from Jane Street's Tools & Compilers team, about cutting-edge language features, future work happening on OCaml, and Jane Street's relationship with the broader open-source community. The conversation covers everything from the paradox of language popularity, to advanced type system features like modular implicits and dependent types. Listen in, no programming languages PhD required!

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Wed, 21 Oct 2020 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/language-design/ Equal parts science and art, programming language design is very much an unsolved problem. This week, Ron speaks with Leo White, from Jane Street's Tools & Compilers team, about cutting-edge language features, future work happening on OCaml, and Jane Street's relationship with the broader open-source community. The conversation covers everything from the paradox of language popularity, to advanced type system features like modular implicits and dependent types. Listen in, no programming languages PhD required!

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Language design with Leo White Jane Street 01:07:59 Equal parts science and art, programming language design is very much an unsolved problem. This week, Ron speaks with Leo White, from Jane Street's Tools & Compilers team, about cutting-edge language features, future work happening on OCaml, and Jane Street's relationship with the broader open-source community. The conversation covers everything from the paradox of language popularity, to advanced type system features like modular implicits and dependent types. Listen in, no programming languages PhD required! Equal parts science and art, programming language design is very much an unsolved problem. This week, Ron speaks with Leo White, from Jane Street's Tools & Compilers team, about cutting-edge language features, future work happening on OCaml, and Jane Street's relationship with the broader open-source community. The conversation covers everything from the paradox of language popularity, to advanced type system features like modular implicits and dependent types. Listen in, no programming languages PhD required! idris, modular implicits, compilers, algebraic effects, coq, programming languages, agda, type theory, scala, ocaml false full 7 294b5622-c6a5-43c6-8d7f-bdc1978b4034 Clock synchronization with Chris Perl Clock synchronization, keeping all of the clocks on your network set to the “correct” time, sounds straightforward: our smartphones sure don’t seem to have trouble with it. Next, keep them all accurate to within 100 microseconds, and prove that you did -- now things start to get tricky. In this episode, Ron talks with Chris Perl, a systems engineer at Jane Street about the fundamental difficulty of solving this problem at scale and how we solved it.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Wed, 14 Oct 2020 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/clock-synchronization/ Clock synchronization, keeping all of the clocks on your network set to the “correct” time, sounds straightforward: our smartphones sure don’t seem to have trouble with it. Next, keep them all accurate to within 100 microseconds, and prove that you did -- now things start to get tricky. In this episode, Ron talks with Chris Perl, a systems engineer at Jane Street about the fundamental difficulty of solving this problem at scale and how we solved it.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Clock synchronization with Chris Perl Jane Street 00:44:28 Clock synchronization, keeping all of the clocks on your network set to the “correct” time, sounds straightforward: our smartphones sure don’t seem to have trouble with it. Next, keep them all accurate to within 100 microseconds, and prove that you did -- now things start to get tricky. In this episode, Ron talks with Chris Perl, a systems engineer at Jane Street about the fundamental difficulty of solving this problem at scale and how we solved it. Clock synchronization, keeping all of the clocks on your network set to the “correct” time, sounds straightforward: our smartphones sure don’t seem to have trouble with it. Next, keep them all accurate to within 100 microseconds, and prove that you did -- now things start to get tricky. In this episode, Ron talks with Chris Perl, a systems engineer at Jane Street about the fundamental difficulty of solving this problem at scale and how we solved it. networking, linux, ptp, ntp, clock synchronization, sysadmin, unix, kernel false full 6 78404b97-6f38-4f73-95fd-fd57feb999b6 Python, OCaml, and Machine Learning with Laurent Mazare A conversation with Laurent Mazare about how your choice of programming language interacts with the kind of work you do, and in particular about the tradeoffs between Python and OCaml when doing machine learning and data analysis. Ron and Laurent discuss the tradeoffs between working in a text editor and a Jupyter Notebook, the importance of visualization and interactivity, how tools and practices vary between language ecosystems, and how language features like borrow-checking in Rust and ref-counting in Swift and Python can make machine learning easier.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Wed, 7 Oct 2020 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/python-ocaml-and-machine-learning/ A conversation with Laurent Mazare about how your choice of programming language interacts with the kind of work you do, and in particular about the tradeoffs between Python and OCaml when doing machine learning and data analysis. Ron and Laurent discuss the tradeoffs between working in a text editor and a Jupyter Notebook, the importance of visualization and interactivity, how tools and practices vary between language ecosystems, and how language features like borrow-checking in Rust and ref-counting in Swift and Python can make machine learning easier.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Python, OCaml, and Machine Learning with Laurent Mazare Jane Street 00:59:33 A conversation with Laurent Mazare about how your choice of programming language interacts with the kind of work you do, and in particular about the tradeoffs between Python and OCaml when doing machine learning and data analysis. Ron and Laurent discuss the tradeoffs between working in a text editor and a Jupyter Notebook, the importance of visualization and interactivity, how tools and practices vary between language ecosystems, and how language features like borrow-checking in Rust and ref-counting in Swift and Python can make machine learning easier. A conversation with Laurent Mazare about how your choice of programming language interacts with the kind of work you do, and in particular about the tradeoffs between Python and OCaml when doing machine learning and data analysis. Ron and Laurent discuss the tradeoffs between working in a text editor and a Jupyter Notebook, the importance of visualization and interactivity, how tools and practices vary between language ecosystems, and how language features like borrow-checking in Rust and ref-counting in Swift and Python can make machine learning easier. swift, tensorflow, rust, laurent mazare, automatic differentiation, jupyter, pytorch, ocaml false full 5 3d7393fa-ef87-4923-8a95-778fa2ee6249 Compiler optimization with Greta Yorsh It’s a software engineer’s dream: A compiler that can take idiomatic high-level code and output maximally efficient instructions. Ron’s guest this week is Greta Yorsh, who has worked on just that problem in a career spanning both industry and academia. Ron and Greta talk about some  of the tricks that compilers use to make our software faster, ranging from feedback-directed optimization and super-optimization to formal analysis.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Wed, 30 Sep 2020 16:00:00 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/compiler-optimization/ It’s a software engineer’s dream: A compiler that can take idiomatic high-level code and output maximally efficient instructions. Ron’s guest this week is Greta Yorsh, who has worked on just that problem in a career spanning both industry and academia. Ron and Greta talk about some  of the tricks that compilers use to make our software faster, ranging from feedback-directed optimization and super-optimization to formal analysis.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Compiler optimization with Greta Yorsh Jane Street 01:10:17 It’s a software engineer’s dream: A compiler that can take idiomatic high-level code and output maximally efficient instructions. Ron’s guest this week is Greta Yorsh, who has worked on just that problem in a career spanning both industry and academia. Ron and Greta talk about some of the tricks that compilers use to make our software faster, ranging from feedback-directed optimization and super-optimization to formal analysis. It’s a software engineer’s dream: A compiler that can take idiomatic high-level code and output maximally efficient instructions. Ron’s guest this week is Greta Yorsh, who has worked on just that problem in a career spanning both industry and academia. Ron and Greta talk about some of the tricks that compilers use to make our software faster, ranging from feedback-directed optimization and super-optimization to formal analysis. superoptimization, computer science, compiler, programming languages, jane street, performance, greta yorsh, formal verification, decidability, ocaml false full 4 05a5a6ea-5f07-4de3-8fa6-91a4ebb51368 Multicast and the markets with Brian Nigito Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Wed, 23 Sep 2020 16:00:09 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/multicast-and-the-markets/ Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale.

You can find the transcript for this episode along with links to things we discussed on our website.

]]> Multicast and the markets with Brian Nigito Jane Street 01:02:09 Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale. You can find the transcript for this episode along with links to related work on our website, signalsandthreads.com. Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale. You can find the transcript for this episode along with links to related work on our website, signalsandthreads.com. networking, trading, performance, udp, multicast, exchange architecture, tcp false full 3 f26c302f-63ff-4982-812c-ca42e617a151 Build systems with Andrey Mokhov Most software engineers only think about their build system when it breaks; and yet, this often unloved piece of software forms the backbone of every serious project. This week, Ron has a conversation with Andrey Mokhov about build systems, from the venerable Make to Bazel and beyond. Andrey has a lot of experience in this field, including significant contributions to the replacement for the Glasgow Haskell Compiler’s Make-based system and Build Systems à la carte, a paper that untangles the complex ecosystem of existing build systems. Ron and Andrey muse on questions like why every language community seems to have its own purpose-built system and, closer to home, where Andrey and the rest of the build systems team at Jane Street are focusing their efforts.

You can find the transcript for this episode along with links to related work on our website.

]]> Wed, 16 Sep 2020 15:55:47 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/build-systems/ Most software engineers only think about their build system when it breaks; and yet, this often unloved piece of software forms the backbone of every serious project. This week, Ron has a conversation with Andrey Mokhov about build systems, from the venerable Make to Bazel and beyond. Andrey has a lot of experience in this field, including significant contributions to the replacement for the Glasgow Haskell Compiler’s Make-based system and Build Systems à la carte, a paper that untangles the complex ecosystem of existing build systems. Ron and Andrey muse on questions like why every language community seems to have its own purpose-built system and, closer to home, where Andrey and the rest of the build systems team at Jane Street are focusing their efforts.

You can find the transcript for this episode along with links to related work on our website.

]]> Build systems with Andrey Mokhov Jane Street 00:57:46 Most software engineers only think about their build system when it breaks; and yet, this often unloved piece of software forms the backbone of every serious project. This week, Ron has a conversation with Andrey Mokhov about build systems, from the venerable Make to Bazel and beyond. Andrey has a lot of experience in this field, including significant contributions to the replacement for the Glasgow Haskell Compiler’s Make-based system and Build Systems à la carte, a paper that untangles the complex ecosystem of existing build systems. Ron and Andrey muse on questions like why every language community seems to have its own purpose-built system and, closer to home, where Andrey and the rest of the build systems team at Jane Street are focusing their efforts. You can find the transcript for this episode along with links to related work on our website, signalsandthreads.com. Most software engineers only think about their build system when it breaks; and yet, this often unloved piece of software forms the backbone of every serious project. This week, Ron has a conversation with Andrey Mokhov about build systems, from the venerable Make to Bazel and beyond. Andrey has a lot of experience in this field, including significant contributions to the replacement for the Glasgow Haskell Compiler’s Make-based system and Build Systems à la carte, a paper that untangles the complex ecosystem of existing build systems. Ron and Andrey muse on questions like why every language community seems to have its own purpose-built system and, closer to home, where Andrey and the rest of the build systems team at Jane Street are focusing their efforts. You can find the transcript for this episode along with links to related work on our website, signalsandthreads.com. ninja, bazel, hadrian, jane street, incremental programming, build system, make, ocaml false full 2 45f39868-c94e-4171-8b8e-75b5cf52d13f Programmable hardware with Andy Ray The ever-widening availability of FPGAs has opened the door to solving a broad set of performance-critical problems in hardware.  In this episode, Ron speaks with Andy Ray, who leads Jane Street’s hardware design team. Andy has a long career prior to Jane Street shipping hardware designs for things like modems and video codecs. That work led him to create Hardcaml, a domain-specific language for expressing hardware designs. Ron and Andy talk about the current state-of-the-art in hardware tooling, the economics of FPGAs, and how the process of designing hardware can be improved by applying lessons from software engineering.

You can find the transcript for this episode along with links to related work on our website.

]]> Wed, 9 Sep 2020 15:17:14 +0000 signals-and-threads@janestreet.com (Jane Street) https://signalsandthreads.com/programmable-hardware/ The ever-widening availability of FPGAs has opened the door to solving a broad set of performance-critical problems in hardware.  In this episode, Ron speaks with Andy Ray, who leads Jane Street’s hardware design team. Andy has a long career prior to Jane Street shipping hardware designs for things like modems and video codecs. That work led him to create Hardcaml, a domain-specific language for expressing hardware designs. Ron and Andy talk about the current state-of-the-art in hardware tooling, the economics of FPGAs, and how the process of designing hardware can be improved by applying lessons from software engineering.

You can find the transcript for this episode along with links to related work on our website.

]]> Programmable hardware with Andy Ray Jane Street 00:59:18 The ever-widening availability of FPGAs has opened the door to solving a broad set of performance-critical problems in hardware. In this episode, Ron speaks with Andy Ray, who leads Jane Street’s hardware design team. Andy has a long career prior to Jane Street shipping hardware designs for things like modems and video codecs. That work led him to create Hardcaml, a domain-specific language for expressing hardware designs. Ron and Andy talk about the current state-of-the-art in hardware tooling, the economics of FPGAs, and how the process of designing hardware can be improved by applying lessons from software engineering. You can find the transcript for this episode along with links to related work on our website, signalsandthreads.com. The ever-widening availability of FPGAs has opened the door to solving a broad set of performance-critical problems in hardware. In this episode, Ron speaks with Andy Ray, who leads Jane Street’s hardware design team. Andy has a long career prior to Jane Street shipping hardware designs for things like modems and video codecs. That work led him to create Hardcaml, a domain-specific language for expressing hardware designs. Ron and Andy talk about the current state-of-the-art in hardware tooling, the economics of FPGAs, and how the process of designing hardware can be improved by applying lessons from software engineering. You can find the transcript for this episode along with links to related work on our website, signalsandthreads.com. fpga, hardcaml, lut, asic, jane street, xilinx, andy ray, high level synthesis, ocaml false full 1 fe4daff7-5bb4-4c2d-9405-0ebbcb85727a Introducing Signals & Threads Listen in on Jane Street’s Ron Minsky as he has conversations with engineers 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.

]]> Mon, 24 Aug 2020 01:25:54 +0000 signals-and-threads@janestreet.com (Jane Street) https://signals-threads.simplecast.com/episodes/introducing-signals-threads-zLlapP9a Listen in on Jane Street’s Ron Minsky as he has conversations with engineers 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.

]]> Introducing Signals & Threads Jane Street 00:00:45 Listen in on Jane Street’s Ron Minsky as he has conversations with engineers 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. Listen in on Jane Street’s Ron Minsky as he has conversations with engineers 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. false trailer