>>
>> The beginning of the talk gives a flavor of role that Jane Street actually does
>> play in the markets, so that's a good thing to watch if you're interested.
>
> I did watch the video, that's why I asked the question. From the video
> it sounds like your are buying and selling things on the market
> at the micro-second level. I don't see any value, any wealth created
> doing that. The only thing that come to my mind is that there should
> be a law that forbid such micro-transactions. I can see the
> value of banks, of investors, I don't understand the value
> of "arbitrage". To make money flow better ? ...
>
>

The Internet is a wonderful thing: http://en.wikipedia.org/wiki/Arbitrage

Now, attempting to keep this focused on what was a good talk.

You discussed the issues that Jane Street has in "programming in the
large."  We have a small OCaml investment here and we are probably
going to significantly expand that.  While I know that time is a huge
factor, I'd be very interested in any blogs or writings you have on
what specific techniques you used to help with these issues.  In
particular, the build process that you use.  I've seen you mention in
the past on this list that you've had issues with some the existing
build tools.