As others have mentioned, they have ways of writing OCaml specifically to not trigger the GC or perform any excessive allocations. Helps when you have your own version of the compiler and a branch of the language itself.
Also as someone else mentioned, Jane Street doesn't try regularly competing (to my knowledge as someone in the industry) at trading horizons that demand lowest the lowest possible latency.
I feel like the jane street tech blog has exceptionally good quality, with a really nice mix of academic and practical ideas thrown in. Do you happen to know of any other video series with this kind of exposition?
Unfortunately I agree with you Jane Street's tech blog and published lecture series are great and probably the best I know of. They make for great advertising to boot. Lecture series like Jane Street's are common in larger trading firms (more than 100-150 headcount) but I haven't seen one of JS' caliber yet.
If you welcome general corporate blogs, I think Google AI's technical blog is quite good. Their frequent publications on distributed computing strike a good balance of academic and practical ideas:
This is talked about with an example in this talk around 18m30s: https://www.youtube.com/watch?v=BysBMdx9w6k
Also as someone else mentioned, Jane Street doesn't try regularly competing (to my knowledge as someone in the industry) at trading horizons that demand lowest the lowest possible latency.