Mohammad Sadoghi
University of California, Davis
Yaron Minsky, Technology Group Head
Jane Street
Electronic exchanges play an important role in the world’s financial system, acting as focal points where actors from across the world meet to trade with each other.
But building an exchange is a difficult technical challenge, requiring high transaction rates, low, deterministic response times, and serious reliability.
Woojung Kim, Master’s candidate
David R. Cheriton School of Computer Science
Yaron Minsky, Technology Group Head
Jane Street
Trading in financial markets is a data-driven affair, and as such, it requires applications that can efficiently filter, transform and present data to users in real time.
But there's a difficult problem at the heart of building such applications: finding a way of expressing the necessary transformations of the data in a way that is simultaneously easy to understand and efficient to execute over large streams of data.