Jane Street

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Overview[edit]

Jane Street was founded in 2000 and is a global liquidity provider, trading mostly products listed on exchanges. They have offices in New York, London and Tokyo, and trade over $8 billion in equities worldwide, and over a million trades per day.

Jane Street is built on open source, and they write and use large amounts of OCaml code. Open source libraries that they have released include:

  • Core: industrial-strength alternative to OCaml's standard library
  • Core_extended: useful extension set for Core
  • Async: monadic concurrency library
  • Sexplib and Bin_prot: syntax extensions for extending the OCaml language

OCaml as the primary development language for Jane Street was a decision made based on a need for high performance, a powerful type system with static analysis tools that allow you to catch bugs at the earliest stage possible. OCaml is a highly expressive functional programming language allowing for the clear and precise declaration of ideas.

Projects[edit]