by Jane Street
Listen in on Jane Street’s Ron Minsky as he has conversations with engineers who are working on everything from clock synchronization to reliable multicast, build systems to reconfigurable hardware. Get a peek at how Jane Street approaches problems, and how those ideas relate to tech more broadly. You can find transcripts along with related links on our website at signalsandthreads.com.
Language
🇺🇲
Publishing Since
8/24/2020
Email Addresses
1 available
Phone Numbers
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March 12, 2025
In Young Cho, a research group leader at Jane Street, discusses the intersection of trading, research, and software engineering with host Ron, highlighting the challenges of machine learning in high-noise environments.
October 14, 2024
Sylvain Gugger is a former math teacher who fell into machine learning via a MOOC and became an expert in the low-level performance details of neural networks. He’s now on the ML infrastructure team at Jane Street, where he helps traders speed up their models. In this episode, Sylvain and Ron go deep on learning rate schedules; the subtle performance bugs PyTorch lets you write; how to keep a hungry GPU well-fed; and lots more, including the foremost importance of reproducibility in training runs. They also discuss some of the unique challenges of doing ML in the world of trading, like the unusual size and shape of market data and the need to do inference at shockingly low latencies.
October 7, 2024
Liora Friedberg is a Production Engineer at Jane Street with a background in economics and computer science. In this episode, Liora and Ron discuss how production engineering blends high-stakes puzzle solving with thoughtful software engineering, as the people doing support build tools to make that support less necessary. They also discuss how Jane Street uses both tabletop simulation and hands-on exercises to train Production Engineers; what skills effective Production Engineers have in common; and how to create a culture where people aren’t blamed for making costly mistakes.
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