> Someone with your background should be a top pick at any quant desk, among other places. There is a book, now old, E. O. Thorpe, "Beat the Market" where at t

> Someone with your background should be a top pick at any quant desk, among other places. There is a book, now old, E. O. Thorpe, "Beat the Market" where at the end he said that an argument was from measure theory. So, in graduate school, I made sure to get a good background in probability and stochastic processes based on measure theory, from a star student of E. Cinlar, long the main guy in financial math at Princeton. Yup, I was the only guy in the class who was able to show that there are no countably infinite sigma algebras! No help. Once I wrote a letter to Fisher Black (of Black-Scholes) at Goldman Sachs and got back a nice answer saying that he saw no opportunities for applied math on Wall Street. I live 70 miles north of Wall Street and did interview at Morgan Stanley. Mostly they wanted me just for software, but I tried to indicate an interest in mathematically driven automated trading, but they had no such interests. Once a guy who recruited for Goldman Sachs took me to lunch, but there was no interest. I learned about James Simons only much later. Heck, my Ph.D. dissertation was in stochastic optimal control -- still no interest.