http://ocaml.janestreet.com/?q=node/61#comment-form
I was at CMU several weeks ago, and gave a version of my "Caml Trading" talk there. See below if you are interested in seeing the video. It's a reasonably good source if you're interested in understanding more about how and why Jane Street uses OCaml.
Caml Trading from Yaron Minsky on Vimeo.
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