One of the problems we wrestle with at Jane Street is how to understand and manage the costs associated with the positions we hold: things like margin, financing costs, market risk, regulatory capital requirements, and so on. To that end, we’ve built systems that estimate these costs and propose ways to reduce them. Essentially, this is a numerical optimization problem.| Jane Street Tech Blog
I never thought it could happen to me. I mean, parentheses? In this day and age? But for the past couple years, my go-to programming language for fun side projects has been a little Lisp dialect called Janet. (print "hey janet") I like Janet so much that I wrote an entire book about it, and put it on The Internet for free, in the hopes of attracting more Janetors to the language. I think you should read it, but I know that you don’t believe me, so I’m going to try to convince you. Here’...| ianthehenry.com
Cram: It's test time| bitheap.org
Snapshot tests are a very useful tool whenever you want to make sure your UI does not change unexpectedly.| jestjs.io
At Jane Street we use a pattern/library called “expect tests” thatmakes test-writing feel like a REPL session, or like exploratoryprogramming in a Jupyter no...| Jane Street Tech Blog