Please note: This seminar will take place in DC 1302.
Yaron Minsky, Jane Street
The rise of blockchain has led to a renewed interest in the use of ledgers as a basic data-structure for building distributed systems.
But the use of ledgers to build distributed systems is a very old idea, playing an important role in both academic computer science (in the guise of state machine replication) and in real-world financial technology.
This talk will focus on a particular stream of this work which combines state-machine replication with high-performance programming and networking techniques to create what we now know as the modern stock exchange. We’ll discuss the origins of this architecture, as well as some novel systems we’re designing at Jane Street to extend these techniques to new domains.
Bio: Yaron Minsky got his BA in Mathematics from Princeton and his PhD in Computer Science from Cornell, where he studied distributed systems. He joined Jane Street in 2003, where he started out developing quantitative trading strategies, going on to found the firm’s quantitative research group. He introduced OCaml to the company and managed the transition to using OCaml for all of its core infrastructure, turning Jane Street into the world’s largest industrial user of the language. In the meantime, he’s been involved in many different aspects of Jane Street’s technology stack, including trading and risk systems, developer tools, and user-interface toolkits. Yaron has lectured, blogged and written about programming for years, with articles published in Communications of the ACM and the Journal of Functional Programming, and is co-author of the book Real World OCaml.