UPDATE: We are full up. Tons of people signed up for the talk, and we're now at the limit of what we feel like we can support in the space. Thanks for all the interest, and if you didn't get into this one, don't worry, we have more talks coming!
We're about to do the first of what will hopefully become a series of public tech talks in our NY office.
The first talk is on February 2nd, and is an overview of the architecture of a modern exchange. The talk is being given by Brian Nigito, and is inspired by our work on JX, a crossing engine built at Jane Street. But Brian's experience is much broader, going all the way back to the Island ECN, which in my mind marks the birth of the modern exchange.
I did some work on JX, and one of the things I was struck by is the role that performance plays in the design. In particular, JX uses a simple replication scheme based on reliable multicast that relies critically on the components of the system having high throughput and low, deterministic latencies.
This is a situation where performance engineering is done not so much for reducing end-to-end latency, but instead to act as a kind of architectural superpower, making it possible to build systems in a simpler and more reliable way than would be possible otheriwse.
Anyway, I think it's a fascinating topic. If you're interested in coming, you can go here to get the details and sign up. (We have a registration step so we can get people through building security.)