I quit my job at a Silicon Valley BigCorp two years ago, almost to the day, for these very reasons. Luckily, we are in a position where I could just do what I wanted during this time, mainly go rockclimbing and help my wife in our worryingly enormous garden. But I miss certain things, like being in the room (whether physically or virtually) with a bunch of smart people and solving problems. And of course I miss the money. But I'm just not sure I can take the BS anymore.
I’m working on building my own quant/stat arb/HFT trading fund with a few folks from my career as partners, self financed. I think that’s the out. I love what I do but investors, customers, hierarchy, and the band wagon that follows I think is the genesis of a lot of the BS.
