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.

We’re busy preparing for our software engineering fall hiring season. Over the years we’ve done our best to make our interview process more transparent to candidates. While many candidates show up knowing something about what our interviews look like, much of the information floating around on the i...

At Jane Street, we have some experience using FPGAs for low-latency systems–FPGAs are programmable hardware where you get the speed of an application-specific integrated circuit (ASIC) but without being committed to a design that’s burned into the chip. It wasn’t so long ago that FPGAs were expensiv...

At Jane Street, an “expect test” is a test where you don’t manually write the output you’d like to check your code against – instead, this output is captured automatically and inserted by a tool into the testing code itself. If further runs produce different output, the test fails, and you’re presen...

Web browsers have supported custom plug-ins and extensions since the 1990s, giving users the ability to add their own features and tools for improving workflow or building closer integration with applications or databases running on back-end servers.

Jane Street has been posting tech talks from internal speakers and invited guests for years—and they’re all available on our YouTube channel:

When we set up a schedule on a computer, such as a list of commands to run every day at particular times via Linux cron jobs, we expect that schedule to execute reliably. Of course we’ll check the logs to see whether the job has failed, but we never question whether the cron daemon itself will funct...

The cover image is based on Jupiter family by NASA/JPL.

Updates and a New Run

My job involves a lot of staring at large numbers, mostly latencies in nanoseconds, and picking out magnitudes like microseconds. I noticed myself constantly counting digits in my text editor, in my terminal, and in Jupyter notebooks in my browser.

Jane Street’s intern program yet again is coming to an end, which is a nice opportunity to look back over the summer and see what they’ve accomplished.

Back when the Raspberry Pi was first released in 2012 Michael Bacarella wrote a blog post on using OCaml and Async on this little device. Since then installing OCaml via opam has become a pretty smooth experience and everything works out of the box when using Raspbian – the default Raspberry Pi dist...

As our Tools & Compilers team has grown, the kinds of projects we work on has become more ambitious. Here are some of the major things we’re currently working on:

Now that OCaml 4.08 has been released, let’s have a look at what was accomplished, with a particular focus on how our plans for 4.08 fared. I’ll mostly focus on work that we in the Jane Street Tools & Compilers team were involved with, but we are just some of the contributors to the OCaml compiler, ...

Welcome to another post in our series of how to use OCaml for machine learning. In previous posts we’ve discussed artistic style-transfer and reinforcement learning. If you haven’t read these feel free to do so now, we’ll wait right here until you’re done. Ready? Ok, let’s continue …

At Jane Street, for the last several years, we have been increasingly interested in machine learning and its many use cases. This is why it was exciting when earlier this year myself and a few of my colleagues had the opportunity to attend the AAAI 2019 conference. We’d like to take this space to sh...