Two Sigma Insights

The Iron Yard is planning a tech conference by the community, for the community – right here in Houston! We are collaborating with companies like January Advisors (http://januaryadvisors.com), Two Sigma (https://www.twosigma.com/), RED Labs (http://redlabs.bauer.uh.edu/), and the City of Houston office – with a full range of media coverage (radio, publishers, etc). We are working on putting together several other partnerships, and would love to have tech companies involved. The premise of the event is to invite over 250 people, with little-to-no coding experience, and spend the day learning basic website development. Local talent – like myself – will lead a small group through a short instruction, followed by a lab to build something. The sweet deal? Attendance is free, and upon completion of the event, participants who didn’t previously know how to code will have built their very own landing page. Instructors and others who attend will have the chance to mingle with some power-house developers and companies in Houston. Our goal is to raise awareness of the expanding Houston tech-and-startup scene, and cultivate a new community of professionals who bring a wealth of talent from the industries that call our brilliant city home. (Healthcare, Energy, Oil, Finance, the list goes on…) To top it off, we have local roasters supplying the coffee and local eateries supplying the food. All-in-all, this will be the perfect storm to nurture the “Tech-sas” community that we all know…

Two Sigma - SoHo, NY http://twosigma.com We're building our next generation research environment, and we're looking for a functional programmer with a passion for distributed computing. We're scaling machine learning and operations research to tens of thousands of CPUs. Our team's language of choice is Clojure, but we operate in a polyglot environment. We love using things that the rest of the world has built, and we recognize the benefits of contributing back. We believe in the Unix way. We often show our code to each other as we iterate towards simpler designs. Two Sigma is a career destination for the intellectually curious who want to learn, invent, and create in a collaborative, down-to-earth environment. The people of Two Sigma – a dynamic and diverse group of scientists, researchers, and engineers – are accomplished analytical thinkers and passionate problem solvers. We are a technology company that applies a rigorous, scientific method-based approach to investment management. Since our founding in 2001, Two Sigma’s vision has been to develop technological innovations that intelligently analyze the world’s data to consistently deliver value for our clients. While we analyze the data-rich domain of finance, financial experience is not necessary. If you're excited about working with us, please send your qualifications to buildstuff [at] twosigma.com.

Quantopian hosts an excellent community where you will find many folks at a similar skill level: https://www.quantopian.com/tutorials/getting-started You could also try getting in touch with Two Sigma: WSJ Op-Ed by David Siegel: Investing and the Scientific Method https://www.twosigma.com/insights/wsj-op-ed-by-david-siegel-investing-…

Another competitor (with a strong focus on polyglot use): http://beakernotebook.com/. Made by the people at https://www.twosigma.com/.

Two Sigma Open Source - http://BeakerNotebook.com, http://TwoSigma.com - NYC The Beaker team develops a web UI for statistical modeling, data analysis, and visualization. Beaker is open source, based on a modern Angular/Bootstrap architecture, and most of the work is done on Github on the platform of your choice making for a comfortable and high-velocity developer experience. We are looking for a front-end engineer to lead implementation of taking this complex application to 2.0, including performance optimization, UX design, and collaborative realtime editing, and our Electron version. We are hiring full-stack as well. Contact: [email protected]

One of the largest quant funds out there... http://www.twosigma.com/

For tech people interested in finance, it would be hard to beat Two Sigma. http://www.twosigma.com/

Twosigma has an office out of Houston (I recruited a bit for them (no placements) a few years ago). You sound like a good fit. http://www.twosigma.com/ Honestly more of a technologist HFT company vs financial (stuffy) firm (details in email I shot ya).

Floating point associativity differences can lead to non-determinism with 0 temperature if the order of operations are non-deterministic. Anyone with reasonable experience with GPU computation who pays attention knows that even randomness in warp completion times can easy lead to non-determinism due to associativity differences. For instance: https://www.twosigma.com/articles/a-workaround-for-non-determinism-in-… It is very well known that CUDA isn't strongly deterministic due to these factors among practitioners. Differences in batch sizes of inference compound these issues. Edit: to be more specific, the non-determinism mostly comes from map-reduce style operations, where the map is deterministic, but the order that items are sent to the reduce steps (or how elements are arranged in the tree for a tree reduce) can be non-deterministic.

Nit: in practice, even at temperature 0, production LLM implementations have some non-determinism. One reason is because many floating point computations are technically non-commutative even when the mathematical operation is, and the order can vary if they are carried out in parallel by the GPU. For example, see: https://www.twosigma.com/articles/a-workaround-for-non-determinism-in-…

Two Sigma did a similar thing a few years back. It's called Smooth Storage. https://www.twosigma.com/articles/smooth-storage-a-distributed-storage…

No, this is not true for GPUs. https://www.twosigma.com/articles/a-workaround-for-non-determinism-in-… (In this particular case, the order in which the numbers are summed up is non-deterministic due to GPU parallelism, which may change the result slightly.) I would generally refrain from insulting other people's code if you don't know much about the system it's written on.

Kai-Fu Lee and David Siegel talked about AI in April 2019 and mentioned: > It's neither artificial nor intelligent Quote is at 3:40 (topic starts around 3:05) in the YouTube video linked at the end of the article: https://www.twosigma.com/articles/ai-past-and-future-a-conversation-wi…

Actually, there are also people [0, 1, 2, 3, 4, 5] who are very successful betting small sums (relative to their total investable capital), very frequently, on securities they believe are slightly over or under valued. [0] - https://www.rentec.com/ [1] - https://www.twosigma.com/ [2] - https://www.citadel.com/ [3] - https://www.mlp.com/ [4] - https://www.deshaw.com/ [5] - https://www.worldquant.com/

Did you know there's a company based in Soho that has enough technology to be considered among the world's Top 250 supercomputing sites? One that imports over 5TB of data every single day, and has alumni from Google, Intel, and Microsoft? You might think I'm talking about some stealth-mode startup, but I'm talking about where I work: Two Sigma Investments. At our core, we're a technology company applying our talents to the domain of finance. We've created a system that combines artificial intelligence and keen human insight — a system that's constantly improving and advancing. We're looking for a diverse set of technologists to join our team. Our challenges require mastery of areas such as kernel level development, machine learning, and distributed systems. Our team includes a Unix Lifetime Achievement winner, Putnam medalists, ACM Programming competition finalists, and International Mathematics Olympiad medalists. We are proud of our individual pedigrees, but even prouder of our teamwork. We tend to hire people with at least a bachelor’s degree in a technical or quantitative field and experience with C or languages that target the JVM, but we are open-minded in our search for critical thinkers who are passionate about technology. We analyze the data-rich domain of finance, but financial experience is not a requirement. We hope to hear from you! Zach Weinstein [email protected] http://www.twosigma.com/careers.html

Two Sigma (SoHo, NYC) - Full Time, Intern, H1B Did you know there's a company based in New York City that has enough technology to be considered among the world's Top 250 supercomputing sites? One that imports over 5TB of data every single day, and has alumni from Google, Intel, and Microsoft? You might think I'm talking about some stealth-mode startup, but I'm talking about where I work: Two Sigma Investments. At our core, we're a technology company applying our talents to the domain of finance. We've created a system that combines artificial intelligence and keen human insight — a system that's constantly improving and advancing. We're looking for a diverse set of technologists to join our team. Our challenges require mastery of areas such as kernel level development, machine learning, and distributed systems. Our team includes a Unix Lifetime Achievement winner, Putnam medalists, ACM Programming competition finalists, and International Mathematics Olympiad medalists. We are proud of our individual pedigrees, but even prouder of our teamwork. We tend to hire people with at least a bachelor’s degree in a technical or quantitative field and experience with C or languages that target the JVM, but we are open-minded in our search for critical thinkers who are passionate about technology. We analyze the data-rich domain of finance, but financial experience is not a requirement. We hope to hear from you! Dave Hahn [email protected] For a full list of current openings,…

Two Sigma (SoHo, NYC) - Full Time, Intern, H1B At our core, we're a technology company applying our talents to the domain of finance. We've created a system that combines artificial intelligence and keen human insight—a system that's constantly improving and advancing. We're looking for a diverse set of technologists to join our team. Our challenges require mastery of areas such as kernel level development, machine learning, and distributed systems. Our team includes a Unix Lifetime Achievement winner, Putnam medalists, ACM Programming competition finalists, and International Mathematics Olympiad medalists. We are proud of our individual pedigrees, but even prouder of our teamwork. We tend to hire people with at least a bachelor’s degree in a technical or quantitative field and experience with C or languages that target the JVM, but we are open-minded in our search for critical thinkers who are passionate about technology. We analyze the data-rich domain of finance, but financial experience is not a requirement. We hope to hear from you! [email protected] http://www.twosigma.com/careers.html

Two Sigma Investments – New York, NY (Full Time Positions) At our core, we're a technology company applying our talents to the domain of finance. We've created a system that combines artificial intelligence and keen human insight—a system that's constantly improving and advancing. We are looking for a diverse set of technologists to join our team. Our challenges require mastery of areas such as kernel level development, machine learning, and distributed systems. Our team includes a Unix Lifetime Achievement winner, Putnam medalists, ACM Programming competition finalists, and International Mathematics Olympiad medalists. We are proud of our individual pedigrees, but even prouder of our teamwork. We teach and learn from each other. We tend to hire people with at least a bachelor’s degree in a technical or quantitative field and experience with C or languages that target the JVM, but we are open-minded in our search for critical thinkers who are passionate about technology. We analyze the data-rich domain of finance, but financial experience is not a requirement. We hope to hear from you. [email protected] http://www.twosigma.com/careers.html

Anywhere you want reproducibility - Statistics, - Deep Learning, - Monte-Carlo simulation (finance, reinforcement learning, game AI, raytracing). - Fuzzing - Load balancing - Peer selection (if non adversarial, otherwise use a CSPRNG) Also non-determinism of CSPRNG (and floating points) would a huge issue for debugging machine learning models: - https://www.twosigma.com/insights/a-workaround-for-non-determinism-in-… - https://github.com/tensorflow/tensorflow/issues/3103 - https://discuss.pytorch.org/t/deterministic-non-deterministic-results-… - https://github.com/tensorflow/tensorflow/issues/2732 - https://github.com/soumith/cudnn.torch/issues/270 - https://github.com/pytorch/pytorch/issues/2831