A while back I mentioned that I'd given a guest lecture at classes at Harvard and Northeastern, and that the Harvard class had been taped. I finally got and uploaded that video:
Sadly, the code samples are in spots a little hard to see here. If there's enough interest, I'll post the code samples here.
While I'm at it, here's a repost of the "Caml Trading" talk I gave at CMU. This older talk is more about Jane Street's business model, and why we think OCaml is a good fit for it, but there is some overlap between the talks.
*Apply for a job at Jane Street. You have nothing to lose but your opportunity to program in Java. *