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Machine Learning Opportunities in Capital Markets Solving problems at scale The allure of “problems at scale” is significant for researchers aspiring to transition from academia to the private sector. At Optiver, we are constantly scaling up in every dimension – adding more features, models, financial exchanges on which we trade; and expanding our range of products, asset classes and geographic colocations. Additionally, we are increasing our data capacity, computing power, throughput and reducing latency. Scaling up is our top priority. We focus on expanding capabilities rather than merely optimizing within existing constraints. Scale of models: In the constantly changing environment of the capital markets, the demand for large-scale models is relentless. These models are complex and must generalize well across different scenarios. Innovation and improvement are perpetual, making every aspect of our work an ongoing engagement with research questions. Scale of data: As dat
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