Building a Trading System in OCaml

You write your model in Python and even if you train it in Python at some point you're probably going to want to use it on real life things. For Jane Street, it will mean that you might have a trading system that is actually using your thing. And this trading system is likely to be written in OCaml because it has to be resilient to lots of different things. So then you have a new problem which is how do you ensure that the two implementations stay in line over time? One way we have around that is when you produce a model, the model outputs itself like the configuration of weights that you've finally reached as well as some sample values. When you deploy the actual