Hustling into Algo/HF (Quant)
Short of it is that I bombed into a non-target almost 2 years ago and I'll be getting a Computer Science Bachelors and a Masters in Data Analytics come a year or two. GPA is not an issue.
Masters in Financial Engineering (MFE) from a target down the road, is on the table. But for now, I'm not stacked and the no job experience will hurt me in admissions.
I've got a metric load of free time on my hands so building a high frequency trading (HFT) engine is all I'm spending my time on right now. Open source for exposure, and in C++ because everything out right now is in Python -- and Python's slow as shit and can't be optimized as much as C++.
The end goal is to network (or force) myself in front of anyone that can get me even a single chance for a buy-side role. The Plan B is to wander around the NYC/CT area as a hobo rambling "look, look! I can get these speeds on a shitty Linux quad core!" to anyone that so much as looks like they might have money behind them.
Sanity check: What's gonna up my odds? They're pretty low, I know, but anything that'll raise them is what I'm looking for.
And @IlliniProgrammer & anyone else that has "quant" experience:
What is the current HF "hot" problem? What can I drop in front of a PM and have him salivating to fela- hire me? (Besides a machine that can predict the future -- that'll take 10-25 years and a lot of LSD)
Aside from the portfolio, what about side-studying the the MFE curc from Baruch? Most of my time, after the initial build, will be optimizing algos, routines, and data structs anyway. Looking through the syllabi it all looks pretty straightforward.