@RitOnchain: Jane Street pays $750K/year for quants who master matrix calculations holistically that can be used to get alpha from s…

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Summary

A free 57-minute resource by MIT's Applied Math team covers matrix calculations and automatic differentiation for quants and optimization, highlighting Jane Street's high compensation for such skills.

Jane Street pays $750K/year for quants who master matrix calculations holistically that can be used to get alpha from space satellites. 57-minutes. free. By MIT Applied Math team. "If you are hand-computing derivatives on complicated matrix factorizations, it is incredibly error-prone. Modern automatic differentiation is more computer science than calculus." here's the breakdown: • The math behind large-scale engineering simulations • How backpropagation relies entirely on reverse-mode adjoint differentiation • Thinking in matrices instead of scalar arrays Watch this now. This will change the way you optimize networks forever and then read below article.
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