I hate to be the bearer of bad news but, based on the comments you've made in your post, you are most likely a smart fool (as you have so aptly put). In essenc

I hate to be the bearer of bad news but, based on the comments you've made in your post, you are most likely a smart fool (as you have so aptly put). In essence, you don't even know what you do not know. I've worked at top-tier Wall St institutions and have had first hand experience working with several of the largest quant hedge funds out there. Here's my advice: if you truly enjoy markets and are sure you want to take this path, you will be much better served by spending several years working at an established quant hedge fund. This will open your eyes to the theory, processes, data, and techniques required to earn alpha consistently and in a risk efficient manner. It's a long road and that road is full of extraordinarily hard working and intelligent people that one has to constantly compete against. If you can handle this though, you will learn a bunch and at some point in the future you can strike out on your own again. At that point you will at least have a chance of success. Good luck!