Caml Trading - Experiences with OCaml on Wall Street
Location:Legends Ballroom Robinson / WhitmanAbstract:
Jane Street is a company that has staked its existence on functional programming. Specifically, we run a large and successful trading business on software written almost entirely in OCaml, a statically typed functional programming language.
Relying on what is, frankly, an obscure corner of the programming language world is an unusual choice that demands some explanation. In this talk, I'll discuss how and why we made that choice, and how we think it worked out. Along the way, I'll explore the demands that trading makes on your technology stack, and explain why we believe that statically typed functional programming in general, and OCaml in particular, are well suited to those demands.