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.

Doug Patti is a developer in Jane Street’s Client-Facing Tech team, where he works on a system called Concord that undergirds Jane Street’s client offerings. In this episode, Doug and Ron discuss how Concord, which has state-machine replication as its core abstraction, helps Jane Street achieve the reliability, scalability, and speed that the client business demands. They’ll also discuss Doug’s involvement in building a successor system called Aria, which is designed to deliver those same benefits to a much wider audience.

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

Some links to topics that came up in the discussion:

• Jane Street’s client-facing trading platforms
• A Signals and Threads episode on market data and multicast which discusses some of the history of state-machine replication in the markets.
• The FIX protocol
• UDP multicast
• Reliable multicast
• Kafka

Stephen Dolan works on Jane Street’s Tools and Compilers team where he focuses on the OCaml compiler. In this episode, Stephen and Ron take a trip down memory lane, discussing how to manage computer memory efficiently and safely. They consider trade-offs between reference counting and garbage collection, the surprising gains achieved by prefetching, and how new language features like local allocation and unboxed types could give OCaml users more control over their memory.

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

Some links to topics that came up in the discussion:

• Stephen’s command-line JSON processor, jq
• Stephen’s Cambridge dissertation, “Algebraic Subtyping”, and a protoype implementation of mlsub, a language based on those ideas.
• A post from Stephen on how to benchmark different memory allocators.
• A Jane Street tech talk on “Unboxed Types for OCaml”, and an RFC in the OCaml RFC repo.
• A paper from Stephen and KC Sivaramakrishnan called “Bounding Data Races in Space and Time”, which is all about a new and better memory model for Multicore OCaml.
• Another paper describing the design of OCaml’s multicore GC.
• The Rust RFC for Higher-ranked trait bounds.

Anil Madhavapeddy is an academic, author, engineer, entrepreneur, and OCaml aficionado. In this episode, Anil and Ron consider the evolving role of operating systems, security on the internet, and the pending arrival (at last!) of OCaml 5.0. They also discuss using Raspberry Pis to fight climate change; the programming inspiration found in British pubs and on Moroccan beaches; and the time Anil went to a party, got drunk, and woke up with a job working on the Mars Polar Lander.

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

Some links to topics that came up in the discussion:

• Ron, Anil, and Jason Hickey’s book, “Real World OCaml”
• Anil’s personal website and Google Scholar page
• The MirageOS library operating system
• Cambridge University’s OCaml Labs
• NASA’s Mars Polar Lander
• The Xen Project, home to the hypervisor
• The Tezos proof-of-stake blockchain
• The Coq Proof Assistant system

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:

• Jane Street’s Bonsai library
• The 3D design system OpenSCAD
• Matt Keeter’s libfive design tools
• Try .NET in-browser repl
• Jane Street’s Incr_dom library
• The Elm Architecture “pattern for architecting interactive programs”
• React JavaScript library
• The Houdini proposal
• Svelte UI toolkit

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:

• mdx, the modified Markdown format that supports executing OCaml code blocks
• More on the 4 types of technical writing that James references
• Donald Knuth’s original book on Literate Programming
• More on John McPhee’s use of KEDIT
• Peter Seibel’s Coders at Work
• David Goodsell’s The Machinery of Life
• Scott Huler’s Defining the Wind

Some of James’s writing on our tech blog

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.

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.

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.

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.