A “build system” is one of the most important tools in a developer’s toolbox. Roughly, it figures out how to create runnable programs from a bunch of different source files by calling out to the compiler, setting up and executing test suites, and so on. Because you interact with it daily, above all ...

Like most places, Jane Street largely teaches developers through a kind of apprenticeship model. A team matching process tries to thoughtfully match new devs to a team that suits them; and from there carefully chosen projects, one-on-one mentorship, code review, and close collaboration with people “...

It’s no secret that Jane Street is an active participant in the programming language community, and we’re excited to be attending ICFP 2024, the International Conference on Functional Programming, in Milan next week! Most members of our OCaml Language team will be there, and as usual, we look forwar...

We’re once again at the end of our internship season, and it’s time do our annual review of what the interns achieved while they were here.

Neural networks are often thought of as opaque, black-box function approximators, but theoretical tools let us describe and visualize their behavior. In particular, let’s study piecewise-linearity, a property many neural networks share. This property has been studied before, but we’ll try to visuali...

We’re once again at the end of our internship season, and it’s my task to provide a few highlights of what the dev interns accomplished while they were here.

OCaml with Jane Street extensions is available from our public opam repo. Only a slice of the features described in this series are currently implemented.

Jane Street is excited to announce our sponsorship of SoME3, Grant Sanderson and James Schloss’s third Summer of Math Exposition. SoME is a contest that Grant and James created to encourage the development of fun and interesting mathematics education videos.

OCaml with Jane Street extensions is available from our public opam repo. Only a slice of the features described in this series are currently implemented.

OCaml with Jane Street extensions is available from our public opam repo. Only a slice of the features described in this series are currently implemented.

Our traders and researchers love Python for its agility and for its huge open-source ecosystem, especially when it comes to machine learning. But the heavy use of notebooks can make it difficult to support. Notebooks have a very different lifecycle than regular code, and aren’t always rigorously ver...

At Jane Street we use a pattern/library called “expect tests” that makes test-writing feel like a REPL session, or like exploratory programming in a Jupyter notebook—with feedback cycles so fast and joyful that it feels almost tactile. Having used them for some time now this is the only way I’d ever...

In 2022 a consortium of companies ran an international competition, called the ZPrize, to advance the state of the art in “zero-knowledge” cryptography. We decided to have a go in our free time at submitting solutions to both the Multi-Scalar Multiplication (MSM) and Number Theoretic Transform (NTT)...

The Dojima rice market, established around 1716, is widely considered to be the world’s first organized futures exchange. Instead of directly exchanging money for rice on the spot, merchants would agree on a price and future date at which rice and money would be exchanged. This allowed farmers and c...

One of the problems we wrestle with at Jane Street is how to understand and manage the costs associated with the positions we hold: things like margin, financing costs, market risk, regulatory capital requirements, and so on. To that end, we’ve built systems that estimate these costs and propose way...

We are excited to announce the launch of the Jane Street Graduate Research Fellowship!

We’re once again at the end of our internship season, and it’s my task to provide a few highlights of what the interns accomplished while they were here.

We are excited to announce research internships in our Tools and Compilers group.

Software engineering intern candidates often ask how team placement works and how much input incoming interns have over their teams and projects. We know team placement is an important factor for many students when deciding which internship to accept. We’ve spent considerable time and thought on thi...

Intel Processor Trace is a hardware technology that can record all program execution flow along with timing information accurate to around 30ns. As far as I can tell almost nobody uses it, seemingly because capturing the data is tricky and, without any visualization tools, you’re forced to read enor...

We spend a lot of time on education at Jane Street. Like, really a lot.

We recently restructured our standard libraries at Jane Street in a way that eliminates the difference between Core_kernel and Core and we’re happy with the result. The new layout should reach the open source world before the end of the year.

It’s the end of another dev internship season, and this one marked something of a transition, since halfway through the season, NY-based interns were invited back to the recently reinvigorated office. Which means that many more of us got the chance to meet and hang out with the interns in person tha...

This role has been filled

I am pleased to announce that we have recently released a slew of new Hardcaml libraries!

Jane Street is running a Kaggle contest based on a real problem with real financial data. If you like ML projects, or think you might, head over and check it out. We think it’s a pretty fun one. The prizes are pretty good too, with a total $100K being paid out.

Memory issues can be hard to track down. A function that only allocates a few small objects can cause a space leak if it’s called often enough and those objects are never collected. Even then, many objects are supposed to be long-lived. How can a tool, armed with data on allocations and their lifeti...

Since version 4.10, OCaml offers a new best-fit memory allocator alongside its existing default, the next-fit allocator. At Jane Street, we've seen a big improvement after switching over to the new allocator. This post isn't about how the new allocator works. For that, the best source is these notes...

I’m excited (and slightly terrified) to announce that Jane Street is releasing a new podcast, called Signals and Threads, and I’m going to be the host.

It’s been an unusual internship season.