ABSTRACT
Jane Street Capital is a successful proprietary trading company that has shifted from developing software in mainstream programming languages to developing software almost entirely in OCaml, a statically typed functional programming language that has only modest industrial use. The scope of the enterprise is small but growing: Jane Street now has over 20 OCaml programmers that have collectively written hundreds of thousands of lines of OCaml code. OCaml is used for building everything from trading systems to research infrastructure to user interfaces to systems administration tools. This talk will discuss the motivations behind Jane Street's adoption of OCaml, and why we think that statically typed functional programming languages are such a good fit for the world of trading and finance.
Index Terms
- Caml trading
Recommendations
Caml trading
POPL '08Jane Street Capital is a successful proprietary trading company that has shifted from developing software in mainstream programming languages to developing software almost entirely in OCaml, a statically typed functional programming language that has ...
Caml trading – experiences with functional programming on wall street
Jane Street Capital is a successful proprietary trading company that uses OCaml as its primary development language. We have over twenty OCaml programmers and hundreds of thousands of lines of OCaml code. We use OCaml for a wide range of tasks: critical ...
Combinators and type-driven transformers in Objective Caml
We describe an implementation of LDTA 2011 Tool Challenge tasks in Objective Caml language. Instead of using some dedicated domain-specific tools we utilize typical functional programming machinery such as polymorphic functions, monads and combinators; ...
Comments