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Functional programming for trading systems with OCaml and Jane Street's OxCaml extensions: types that catch bugs early, and control over performance when it matters. Each topic is a short lecture followed by a lab.

8 modules71 graded labs~66 hoursBeginner → Expert

Syllabus

71 topics · opens soon
  1. opam and duneNot started45 min
  2. The OCaml REPLNot started30 min
  3. Values and let-bindingsNot started40 min
  4. FunctionsNot started40 min
  5. RecursionNot started40 min
  6. ListsNot started40 min
  7. OptionsNot started30 min
  8. Tuples and recordsNot started40 min
  9. VariantsNot started40 min
  10. Pattern matchingNot started45 min
  11. Immutability and persistent dataNot started35 min
  12. Higher-order functionsNot started45 min
  13. Pipelines and the pipe operatorNot started35 min
  14. ExceptionsNot started40 min
  15. The result typeNot started40 min
  1. Base and CoreNot started45 min
  2. MapsNot started40 min
  3. SetsNot started35 min
  4. Hash tablesNot started40 min
  5. ArraysNot started40 min
  6. Mutable state and refsNot started35 min
  7. S-expressionsNot started40 min
  8. Deriving sexpNot started40 min
  9. Deriving compare and hashNot started40 min
  10. Dates and timesNot started40 min
  11. Money and decimal arithmeticNot started40 min
  1. ModulesNot started55 min
  2. SignaturesNot started55 min
  3. FunctorsNot started1 hr 10 min
  4. First-class modulesNot started1 hr
  5. GADTsNot started1 hr 10 min
  6. Phantom typesNot started55 min
  7. Type-driven designNot started55 min
  8. Inline testsNot started45 min
  9. Expect tests with ppx_expectNot started45 min
  1. Prices and returnsNot started55 min
  2. Time-series pipelinesNot started1 hr
  3. Random numbersNot started50 min
  4. Monte Carlo simulationNot started1 hr
  5. The Black–Scholes formulaNot started55 min
  6. The GreeksNot started55 min
  7. Persistent order booksNot started1 hr 15 min
  1. Deferred and AsyncNot started1 hr
  2. Async pipesNot started50 min
  3. RPCNot started1 hr
  4. TCP networkingNot started55 min
  5. DomainsNot started1 hr
  6. EffectsNot started1 hr
  1. The OCaml garbage collectorNot started55 min
  2. Boxing and allocationNot started55 min
  3. Stack allocation and the local modeNot started1 hr 5 min
  4. The unique modeNot started1 hr
  5. The once modeNot started55 min
  6. LayoutsNot started1 hr
  7. Unboxed typesNot started1 hr
  8. Unboxed numbersNot started55 min
  9. Unboxed recordsNot started55 min
  10. SIMD vector typesNot started1 hr
  11. SIMD intrinsicsNot started1 hr
  12. Zero-alloc checkingNot started1 hr
  13. Benchmarking with core_benchNot started55 min
  14. Profiling with perfNot started55 min
  1. The portable modeNot started1 hr
  2. The contended modeNot started1 hr
  3. Data-race-free parallelismNot started1 hr 15 min
  4. Mode crossingNot started1 hr
  5. KindsNot started1 hr
  1. C interop and the FFINot started1 hr 10 min
  2. A low-latency market data handlerNot started2 hr
  3. A typed order-matching engineNot started2 hr
  4. Capstone: a trading system in OxCamlNot started4 hr