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Seven Implementations of Incremental :: Jane Street

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Jane Street is a quantitative trading firm and liquidity provider with a unique focus on technology and collaborative problem solving.

Transcript So, I want to give you guys a talk about a library that we use internally here, called Incremental. Only some of you have actually used Incremental, so I’ll talk a little bit about what Incremental is, and how it works, and what problems it’s trying to solve. But most of the talk is really going to focus on the long and winding road from the initial implementation of Incremental that we started with, and the one that we’ve ended up with now. It’s sort of an interesting story, because it’s lots of different concerns got mixed up there. The ideas behind Incremental come out of…

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