Signals and Threads

Clock synchronization with Chris Perl

Clock synchronization, keeping all of the clocks on your network set to the “correct” time, sounds straightforward: our smartphones sure don’t seem to have trouble with it. Next, keep them all accurate to within 100 microseconds, and prove that you did -- now things start to get tricky. In this episode, Ron talks with Chris Perl, a systems engineer at Jane Street about the fundamental difficulty of solving this problem at scale and how we solved it.You can find the transcript for this episode along with links to things we discussed on our website.

Python, OCaml, and Machine Learning with Laurent Mazare

A conversation with Laurent Mazare about how your choice of programming language interacts with the kind of work you do, and in particular about the tradeoffs between Python and OCaml when doing machine learning and data analysis. Ron and Laurent discuss the tradeoffs between working in a text editor and a Jupyter Notebook, the importance of visualization and interactivity, how tools and practices vary between language ecosystems, and how language features like borrow-checking in Rust and ref-counting in Swift and Python can make machine learning easier.You can find the transcript for this episode along with links to things we discussed on our website.

Compiler optimization with Greta Yorsh

It’s a software engineer’s dream: A compiler that can take idiomatic high-level code and output maximally efficient instructions. Ron’s guest this week is Greta Yorsh, who has worked on just that problem in a career spanning both industry and academia. Ron and Greta talk about some  of the tricks that compilers use to make our software faster, ranging from feedback-directed optimization and super-optimization to formal analysis.You can find the transcript for this episode along with links to things we discussed on our website.

Multicast and the markets with Brian Nigito

Electronic exchanges like Nasdaq need to handle a staggering number of transactions every second. To keep up, they rely on two deceptively simple-sounding concepts: single-threaded programs and multicast networking. In this episode, Ron speaks with Brian Nigito, a 20-year industry veteran who helped build some of the earliest electronic exchanges, about the tradeoffs that led to the architecture we have today, and how modern exchanges use these straightforward building blocks to achieve blindingly fast performance at scale.You can find the transcript for this episode along with links to things we discussed on our website.

Build systems with Andrey Mokhov

Most software engineers only think about their build system when it breaks; and yet, this often unloved piece of software forms the backbone of every serious project. This week, Ron has a conversation with Andrey Mokhov about build systems, from the venerable Make to Bazel and beyond. Andrey has a lot of experience in this field, including significant contributions to the replacement for the Glasgow Haskell Compiler’s Make-based system and Build Systems à la carte, a paper that untangles the complex ecosystem of existing build systems. Ron and Andrey muse on questions like why every language community seems to have its own purpose-built system and, closer to home, where Andrey and the rest of the build systems team at Jane Street are focusing their efforts.You can find the transcript for this episode along with links to related work on our website.