Signals and Threads Building Tools for Traders with Ian Henry
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May 28, 2025 Ian Henry, a software engineer at Jane Street with a background at Trello and Warby Parker, dives into the unique world of trading tools. He shares insights on the challenges of transitioning from consumer apps to specialized trading software. Ian discusses the innovative use of functional programming, notably OCaml, and explores whimsical projects like Bauble for rendering 3D shapes. He also addresses the complexities of alert systems, strategies for balancing trading configurations, and the advantages of using Lisp variants like Janet in programming, all while emphasizing creativity and user experience.
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From Consumer Apps to Low-Latency Trading
- Ian Henry transitioned from consumer app development to creating low-latency exchange software at Jane Street.
- His journey was motivated by an interest in functional programming and learning new paradigms like Haskell and OCaml.
Trading Software Is Exchange-Like
- Jane Street's exchange-like software mimics real exchanges but functions as a single dealer platform.
- Traders use it to manage complex options markets involving many strikes and expirations, requiring specialized UI tools.
High-Density UIs for Expert Traders
- Trader UIs at Jane Street feature extremely high information density, often designed to be "six pixels high".
- Traders rely on keyboard input rather than mice and are expert users familiar with terminal apps like Curses.