Got laid off after my pod shut down about 6 months ago, and have not been able to land a new seat as a quant researcher since.
I was doing stat arb in U.S equities over the last 2-3years and have strategies that were as high as sharpe 2+, with holding period of about a week. Which I thought was pretty decent. I have been landing interviews and got pretty close a couple of times, only to be eventually rejected.
Is the market that bad now or are my track record simply not good enough? Any advice for me?