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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]

#91

Post by dirtydroog »

pjmlp wrote: post #61
cmrdporcupine wrote: post #20

Earlier quoted context omitted.

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…

I doubt HFT firms are writing apps in C++.

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

#92

Post by dirtydroog »

mlrtime wrote: post #87
giu wrote: post #69

Earlier quoted context omitted.

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.

You basically write Java as C++, you don't use any builtins, write everything yourself from pure java.

And I'd imagine sun.misc.Unsafe is used quite often too.

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

#93

Post by spugody »

mlrtime wrote: post #87
giu wrote: post #69

Earlier quoted context omitted.

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.

You basically write Java as C++, you don't use any builtins, write everything yourself from pure java.

I know you said "almost" but you don't have to re-write huge amounts to achieve zero gc and very low latency. There are open source tools, eg. agrona, aeron, that get you a lot of the way there.

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

#94

Post by chadash »

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…

> "Google has the same tactic, even paying below market rates to people willing to work their for the brand."

I've never heard anyone say that google pays below market. Perhaps there are those who pay more, but it's definitely above "the market"

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

#95

Post by johntiger1 »

chadash wrote: post #94
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…

> "Google has the same tactic, even paying below market rates to people willing to work their for the brand." I've never heard anyone say that google pays below market. Perhaps there are those who pay more, but it's definitely above "the market"

Below market rate compared to other Big Ns. But Google is willing to play ball if you can get other offers/get a good recruiter

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

#96

Post by johntiger1 »

champagneben wrote: post #74
asveikau wrote: post #48

Earlier quoted context omitted.

> especially when you look at some of the governments Sanders has praised over his career. Can you be more specific here? I mean, there can be praise for some governments without saying we advocate for everything they do. It's possible for instance to praise Cuba for health care outcomes without wanting to become Fidel Castro. There are also some ridiculous insinuations that Sanders is some kind of Chavista, which to…

From Wikipedia (prior to elected office): advocated for nationalization of major industries, including those in the manufacturing, energy and banking sectors. In 1974, he advocated for a marginal tax rate of 100% on income over one million dollars, saying that "Nobody should earn more than a million dollars" https://en.wikipedia.org/wiki/Political_positions_of_Bernie_... I doubt Sanders still advocates for most of th…

You're confusing wealth with income

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

#97

Post by asveikau »

champagneben wrote: post #74
asveikau wrote: post #48

Earlier quoted context omitted.

> especially when you look at some of the governments Sanders has praised over his career. Can you be more specific here? I mean, there can be praise for some governments without saying we advocate for everything they do. It's possible for instance to praise Cuba for health care outcomes without wanting to become Fidel Castro. There are also some ridiculous insinuations that Sanders is some kind of Chavista, which to…

From Wikipedia (prior to elected office): advocated for nationalization of major industries, including those in the manufacturing, energy and banking sectors. In 1974, he advocated for a marginal tax rate of 100% on income over one million dollars, saying that "Nobody should earn more than a million dollars" https://en.wikipedia.org/wiki/Political_positions_of_Bernie_... I doubt Sanders still advocates for most of th…

You can advocate for nationalization of some industries and high income taxes [like we had in the 50s] without going Full Communist or even pulling a Hugo Chávez.

Check out this list: https://en.wikipedia.org/wiki/List_of_nationalizations_by_co...

Amtrak was the one that came to mind for me. Nationalizing rail service has been pretty common in multiple countries over time. Sometimes private utilities also get absorbed by local governments. The history of fire departments in this country has a lot of that. The UK has an even longer list, you will note. Mexico nationalized gas stations in the 20th century.

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

#98

Post by nailer »

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…

I've worked for Google and been rejected by Jane St and come off with a much better impression of Jane St. Google has some bright stars, but Jane St has a higher portion of them.

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

#100

Post by nailer »

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…

> how does a market making latency arb firm handle GC pauses that are inherent with any GC language?

Don't garbage collect, or do it at the end of the trading day. There's plenty of VMs designed for this, at least in the JVM space (which is where my personal experience has been).

RAM is cheap. Latency is expensive.

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