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Jane Street and the OCaml Compiler (2018) [video]

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Re: Jane Street and the OCaml Compiler (2018) [video]

#61

Post by pjmlp »

cmrdporcupine wrote: post #20
tartoran wrote: post #9

Earlier quoted context omitted.

Why C++ now but not then, 20+ years ago? And would F# be suitable for the task? Im genuinely interested

Everything in the C++ ecosystem is better now than it was 20 years go. The language, the tools, the libraries, the build systems. It's actually fairly pleasant to work in these days.

Not really, everything related to app development is just gone, dead, with Qt and wxWidgets being the remaining survivors.

VCL is only available to corporate shops and those that aren't into FOSS religion.

MFC is in maintenance mode, and so far Windows developers are more keen moving into one of .NET UI stacks while keeping some C++ code as COM/DLLs or even C++/CLI, than jumping into UWP/WinUI. It remains to be seen if WinUI 3.0 will change the migration trend.

Then on mobile OSes, it isn't even an option, unless you want to write your own GUI from scracth using OpenGL/Metal/Vulkan.

Re: Jane Street and the OCaml Compiler (2018) [video]

#62

Post by jnordwick »

smabie wrote: post #2

i asked this question at my Jane Street interview, but never got a real answer: how does a market making latency arb firm handle GC pauses that are inherent with any GC language? OCaml is better in this regard than, say, the JVM, but it still seems problematic. I know they wrote some FPGA compiler stuff with OCaml, but I can't imagine that all of their execution is running through FPGAs. Even if it's possible, it see…

Ive worked a couple java based hft platforms at major firms. You write code that never gcs after startup. That means not using certain language constructs and rewriting almost every library along with using off heap memory.

I have personally worked on systems that would run an entire week between deployments and never gced.

Re: Jane Street and the OCaml Compiler (2018) [video]

#63

Post by UweSchmidt »

codingslave wrote: post #33

Seems to me that firms like two sigma and jane street form some sense of "mystique" about them with regards to how elite their developers are. But once you get inside, most people are writing run of the mill software. Google has the same tactic, even paying below market rates to people willing to work their for the brand. Jane Street does pay very well, but still, most of their hiring is based off of prestigious coll…

This kind of elite mystique was also summoned in many posts in the "Who's hiring" thread a few days ago. It's important not to be too discouraged by all of this when looking for a job. Yes, there are really good programmers, but how many can there be, realistically?

Re: Jane Street and the OCaml Compiler (2018) [video]

#64

Post by [deleted] »

codingslave wrote: post #33

Seems to me that firms like two sigma and jane street form some sense of "mystique" about them with regards to how elite their developers are. But once you get inside, most people are writing run of the mill software. Google has the same tactic, even paying below market rates to people willing to work their for the brand. Jane Street does pay very well, but still, most of their hiring is based off of prestigious coll…

[deleted]

Re: Jane Street and the OCaml Compiler (2018) [video]

#65

Post by vowelless »

smabie wrote: post #25
lend000 wrote: post #21

Earlier quoted context omitted.

Perhaps you misunderstood what I said by long-biased, but companies like Jane Street, Two Sigma, RenTech will be just fine (and will probably adapt better than most) to structural changes and a decline in growth of the economy. The tax rates will hit individuals, but probably not as much as his donation set him back, so it's almost certainly ideological. Clearly you are passionate about Sanders, and that's fine, but…

I dunno, the trading tax Sanders is proposing would hurt these firms a lot more than a traditional hedge or mutual fund. Moreover, it's banks that would be hit the hardest, and they have less exposure to beta than even the market neutral buyside guys.

I can assure you with 100 percent certainty that Rentech et al will relatively thrive with the trading tax.

This tax will reduce liquidity perhaps, make the market pricing inefficient (larger spread). This will hurt mutual funds the most by increasing their baseline costs. Which in turn will hurt pension funds, endowments, etc.

RenTech and others will thrive in the midst of those inefficiencies.

Re: Jane Street and the OCaml Compiler (2018) [video]

#66

Post by lend000 »

chung2 wrote: post #55
lend000 wrote: post #43

Earlier quoted context omitted.

Higher taxes are not the only economics implications of a Sanders presidency, especially when you look at some of the governments Sanders has praised over his career. A better tax structure is necessary and the easiest thing to do, but I don't trust Sanders to figure that out. Even Warren comes up with a wealth tax instead of just fixing the income and capital gains tax brackets. Hint: add three more brackets with 4m…

Sanders proposes a wealth tax as well. Not knowing that, coupled with ludicrous fears about him “seizing the means of production”, strongly indicates a questionable origin for your impression of Sanders. The same thing goes for governments that he’s praised, a completely manufactured controversy. It is not condoning authoritarianism to say, for example, that China outperforms the US in infrastructure. People get hyst…

> Sanders proposes a wealth tax as well. Not knowing that

This is my point. They propose a radical new tax that requires measuring people's entire net worth, instead of fixing what's broken using our existing infrastructure which measures forms of income and money flow, because they are clueless, and it's good politics right now. The guy is a self proclaimed socialist, and that means socializing things [0].

I'm not interested in getting deep into another Sanders argument; looks like he is done. Of course, I'd like to see an inventive, creative, data-driven leader -- think Elon Musk, but without a social media presence. But that'll never happen.

[0] https://www.washingtonexaminer.com/opinion/bernie-sanders-wa...

Re: Jane Street and the OCaml Compiler (2018) [video]

#67

Post by tluyben2 »

insulanian wrote: post #44
helsinki wrote: post #10

Earlier quoted context omitted.

Presumably Jane Street didn’t choose C++ because they wanted to reduce bugs introduced by the preservation of state; the killer of prop shops. F# was developed six years after their founding, hence too young, and more importantly, a Microsoft-owned clone of OCaml. I don’t think it even ran on Linux before 2015. Today, F# might just suit the job, assuming you are open to being locked into the .NET family. An interesti…

> assuming you are open to being locked into the .NET family Which is not different than being locked into e.g. JVM family, or even being locked into OCaml itself.

.NET (redone as Core) was a much worse choice 20 years ago than it is now of course. If they would fully open up the debugger, I would prefer it over the JVM. OCaml is more open (for .NET Core, there is still no good open debugger and the JVM suffers from Oracle keeping closed performance enhancements which, in my experience, do make big difference) than either of them, but not many people like programming it so it is hard to find people.

Re: Jane Street and the OCaml Compiler (2018) [video]

#68

Post by Chyzwar »

codingslave wrote: post #33

Seems to me that firms like two sigma and jane street form some sense of "mystique" about them with regards to how elite their developers are. But once you get inside, most people are writing run of the mill software. Google has the same tactic, even paying below market rates to people willing to work their for the brand. Jane Street does pay very well, but still, most of their hiring is based off of prestigious coll…

5 years ago, I had an interview with Jane Street. At that time I was interested in functional programming but not in OCaml. I think I had a fair chance but I bombed a technical interview. I do not have a "prestigious college" background and at that time I only had like a year of PHP experience. The interview format was also quite good.

I am not sure if the software they are writing is "elite" but OCaml is raising the bar a bit higher.

Re: Jane Street and the OCaml Compiler (2018) [video]

#69

Post by giu »

jnordwick wrote: post #62
smabie wrote: post #2

i asked this question at my Jane Street interview, but never got a real answer: how does a market making latency arb firm handle GC pauses that are inherent with any GC language? OCaml is better in this regard than, say, the JVM, but it still seems problematic. I know they wrote some FPGA compiler stuff with OCaml, but I can't imagine that all of their execution is running through FPGAs. Even if it's possible, it see…

Ive worked a couple java based hft platforms at major firms. You write code that never gcs after startup. That means not using certain language constructs and rewriting almost every library along with using off heap memory. I have personally worked on systems that would run an entire week between deployments and never gced.

Could you maybe elaborate more on how to achieve this with Java, i.e., run an entire week and never get GCed? I would imagine that using immutable types is one of the tricks used in such a scenario.

Re: Jane Street and the OCaml Compiler (2018) [video]

#70

Post by zerr »

jnordwick wrote: post #62
smabie wrote: post #2

i asked this question at my Jane Street interview, but never got a real answer: how does a market making latency arb firm handle GC pauses that are inherent with any GC language? OCaml is better in this regard than, say, the JVM, but it still seems problematic. I know they wrote some FPGA compiler stuff with OCaml, but I can't imagine that all of their execution is running through FPGAs. Even if it's possible, it see…

Ive worked a couple java based hft platforms at major firms. You write code that never gcs after startup. That means not using certain language constructs and rewriting almost every library along with using off heap memory. I have personally worked on systems that would run an entire week between deployments and never gced.

Why would you do that? Why not use C++? Especially, as you say, when memory management is ignored...
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