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Because arrows are functions/mappings, and everything we do in programming involves arrows, even in languages where arrows aren't used as notation.

The common formulation is that a "monad is just a monoid in the category of endofunctors", which is not saying much but with big words, and the joke lies in understanding what it's saying. Bartosz Milewski has a lecture video series on youtube that's all about explaining that joke, and I highly recommend it because it's actually a wonderful CS lecture series.



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