Caml trading (application of math to financial markets)

Penn Undergraduate Mathematics Colloquium

Thursday, April 15, 2010 - 6:00pm

Pete Storm

Jane Street Capital

Location

University of Pennsylvania

DRL A8

This is a joint presentation of the Penn Undergrad Math Colloquium and the Non-academic Jobs Colloquium. There will be a reception after the talk in DRL 4E17

Jane Street is a quantitative proprietary trading group. I'll discuss Jane Street's role in the marketplace and some of the tools we use, in particular our systematic use of the functional programming language ocaml. This talk is addressed both to undergrad math majors and to math grad students.

July

S	M	T	W	T	F	S
	1	2	3	4	5	6
7	8	9	10	11	12	13
14	15	16	17	18	19	20
21	22	23	24	25	26	27
28	29	30	31

How to get to Penn's Mathematics Department

The Mathematics Department Office is located on the fourth (top) floor of David Rittenhouse Laboratory ("DRL"). The building is at 209 South 33rd Street (the Southeast corner of 33rd. and Walnut Streets). Note 33rd Street runs one way north while Walnut runs one way west.

Local Buses & Trains

SEPTA [Skookul]
National Trains: Amtrak [telephone: 1 800 872-7245]

Maps and Directions

We are about a 15 minute walk from the main 30th Street Station and 5 minutes from the University City Rail Station at 32nd and Spruce (=South Street & Convention Avenue). Coming from the airport by train (about 15 minutes): the University City Rail Station is the second stop after you leave the airport.

If you drive, the most convenient public parking is in the pay lot whose entrance is on 34th Street between Market and Chestnut Streets.