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CATEGORIES:Technical Talks - Department of Computer Science a
 nd Technology 
SUMMARY:Jane Street: OCaml and Python\; Getting the Best o
 f Both Worlds - Laurent Mazare\, Quantitative Rese
 archer\, Jane Street
DTSTART;TZID=Europe/London:20211026T130500
DTEND;TZID=Europe/London:20211026T135500
UID:TALK161686AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/161686
DESCRIPTION:Jane Street works differently. We are a quantitati
 ve trading firm active on more than 200 trading ve
 nues across 45 countries. As a liquidity provider 
 and market maker\, we help form the backbone of gl
 obal markets. Our approach is rooted in technology
  and rigorous quantitative analysis\, but our succ
 ess is driven by our people.\n\nAt Jane Street\, w
 e rely on OCaml to build industrial strength syste
 ms that handle terabytes of information per day. H
 owever in the last few years Python has proven to 
 be a tool of choice for data analysis. In this tal
 k we present how we expose a wide variety of OCaml
  libraries and services so that they can be access
 ed from Python giving us the best of both worlds. 
 End users can use Python notebooks and their favor
 ite libraries to manipulate huge datasets\, and OC
 aml is used behind the hood for the heavy lifting.
 \n\nAbout Laurent: Laurent first joined Jane Stree
 t as a developer in 2013\, working on various trad
 ing systems. After a short stint in the world of A
 I in 2017\, he came back a year later and has sinc
 e been working as a researcher on the London equit
 ies desk. His current projects involve some strate
 gy research and development as well as working on 
 python-ocaml integration.\n\nZoom link to join: ht
 tps://janestreet.zoom.us/j/85243725494?pwd=VkxlaXZ
 tOHk2M2JJaVVMbVR0N0NGZz09 
LOCATION:Online
CONTACT:Ben Karniely
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