Jane Street's 'Incremental' is the trick Goldman called 'Node Purpling' 30 years ago (github.com)
On the author's own laptop, firing one updated node costs about 30 nanoseconds, the benchmark for a graph Jane Street now uses to price portfolio risk in real time.
A Notion engineer added that the whole pattern already ships under yet another name, 'signals,' inside Vue, Svelte, Angular, and React tooling. Not everyone was impressed: a quant said he'd built the identical system for his fund seven years ago.
Sign in to save