Guest Lecture, November 11

Title: Jane and the Compiler

Abstract

Most of the time, our relationship to programming languages is somewhat remote; we depend on the details of the languages we use, but we don’t usually have much of a say in how those languages evolve.

At Jane Street, we started out in that mode, but over the last 15 years, we’ve moved to a more active stance, where today, we have a team of compiler engineers who actively contribute to OCaml, and where we’re more deeply involved in figuring out the future direction of the language.

In this talk, I’ll discuss that history, about how the design and implementation of a program language can matter to a company like ours, and I’ll discuss some of the improvements for OCaml that we’re working on.

Bio

Yaron Minsky joined Jane Street in 2003, where he started out developing quantitative trading strategies, going on to found the firm’s quantitative research group. He introduced OCaml to the company and managed the transition to using OCaml for all of its core infrastructure, turning Jane Street into the world’s largest industrial user of the language. In the meantime, he’s been involved in many different aspects of Jane Street’s technology stack, including trading and risk systems, developer tools, and user-interface toolkits. Yaron has lectured, blogged and written about programming for years, with articles published in Communications of the ACM and the Journal of Functional Programming.