trading

Optiver's Carl Cook explains how to build high-frequency trading systems in C++, where the critical path runs rarely but must be extremely fast. He covers techniques for low and predictable latency, including avoiding main memory and cache misses.

Yaron Minsky explains how Jane Street moved from mainstream languages to developing almost entirely in OCaml. He covers trading systems, research infrastructure, tooling and hiring.

Audio of Charlie Munger's 1995 Harvard speech on the psychology of human misjudgment, laying out a framework of cognitive biases and mental models for decision making. It covers factors like incentives, social proof and denial.

Author JL Collins discusses his book The Simple Path to Wealth at Google, covering avoiding debt, simple index fund investing, and retirement accounts like 401(k)s and IRAs. It is an hour-long interview in plain language.

Bill Gurley's talk at the All-In Summit 2023, titled 2,851 Miles after the distance between Washington and San Francisco. He describes how incumbents use lobbying and regulation to entrench themselves, followed by a conversation with the hosts.

Peter Schiff's November 2006 speech to the Western Regional Mortgage Bankers Conference, in which he warned an audience of mortgage bankers that the housing bubble would collapse. The clip runs about 73 minutes.

Michael Green of Thiel Macro presents a thesis that the growth of passive investing distorts how markets price new money flows. He ties short-term market behavior to longer-term demographic cycles and its effects on valuations and volatility.

A PyData London 2018 talk on how JPMorgan scaled its Athena Python platform over ten years to about 35 million lines of code and thousands of developers. It covers infrastructure, tooling and culture for analytics and visualization at that scale.

Brian Fitzpatrick and Ben Collins-Sussman argue that the 'genius programmer' ideal harms collaboration. They advocate trading ego for growth, sharing work early, and understanding how tools shape social behavior.

Yaron Minsky of Jane Street shows how the OCaml Incremental library lets trading UIs express data transformations that are easy to read and efficient on streaming data. It includes a live table demo.