What about finance, crypto and algo trading? How much time did you spend on those subjects, and what are some good resources?

It’s much easier to complete school than it is to get in.

Is there much interaction with YC portfolio companies on the technical side? Also, have there previously been folk on the Software Team who have joined (or founded) YC companies?

There is some. The job is not primarily to be a "technical advisor", but it definitely comes up.

The software team is too new (only about 2 years old) for people to have left to start YC companies yet, but I'm sure it will happen.

Here's a Theano implementation: https://github.com/huyouare/WaveNet-Theano