Joab Jackson, IT World, You won’t believe what programming language this Wall Street firm uses, here. Language is probably super good at issuing AVX2 instructions on Haswell.
Trading firm Jane Street says Caml has given it a powerful set of tools for building large programs that have to run quickly and without errors.
“A huge amount of day-to-day programming is case analysis. Getting your programs right is really hard, and any tool you can get from the system to help catch errors is helpful,” said Yaron Minsky, head of the technology group at Jane Street, speaking Friday at the QCon developer conference in New York.
Jane Street is a proprietary trading firm that is the world’s largest industrial user of Caml and OCaml, the object-oriented version of Caml.
All of Jane Street’s trading and ancillary systems use Caml, with the exception of some C code for low-level system interfaces and some Visual Basic script powering analyst spreadsheets. All in all, Caml code handles about US$20 billion of trades every business day at Jane Street.