A mentor once told me: "people are born either as slaves or as free men". I'm trying to be born again as a free man. Problem is, every trading firm I've applied to has rejected me from the outset. Yes, I'll read Reminiscences of a Stock Operator and Market Wizards and the Larry Harris book but--how do I get in, really? Is this a hard time for outsiders, or am I doing something very, very wrong? I will soon hold a PhD in Computer Engineering from KU Leuven, Belgium and NTU Athens, Greece. The following facts became clear during my studies: I want to be judged as objectively as possible and rewarded as much as possible. My parents knew nothing but manual labor. They were decent people who enjoyed doing things the right way and took pride in their work. Through their constant effort and with minimal external assistance, they raised two engineering graduates from our country’s most prestigious technical institution. Both me and my sister have been moulded in our parents’ ethics, as professionals in particular and human beings in general. Up to this point I have failed to find a place where things are done right and good work is paid generously. The world seems to suffer from a silent pandemic of laziness and cowardice. Appearances are rewarded more than substance. This holds particularly true in academia, where the “publish or perish” mantra incentivizes low quality and the constant anxiety over funding distracts one’s attention from what they were hired to do. My brief stints in corporate environments were not encouraging either. The obvious question is why I had to turn thirty in order to form these judgements. The short answer is that I was busy playing the cards I was dealt with. Working-class backgrounds are not easy to overcome, since usually one has no viable alternatives to their present course. There is also psychological baggage to take care of before one can cast a sober, realistic view on their environment. A kind of existential due diligence that, not always but often enough, is harder to pull off the poorer one’s family was. So here I am, free of most bad priors, highly educated and quite young still. What should I do with my life? Capitalize all past experience in the most bullshit-free way I can find. I came across Nassim Taleb’s Black Swan at a time when I had no clue about what a trader does. I liked the way he wrote, however, and kept casual contact with Incerto all through university. One phrase has stuck with me: money purifies human relations. Taleb views markets as the archetypal Bazaar from his cultural heritage; a free place where people and goods are judged for what they are. The modern world seems too decadent to carry such high ideals, but still, I am curious to investigate how much of them survives in dealing with Mr. Market. Entire fortunes can be made, and wise men say that winning is a matter of neither genius nor chance, but rather courage, method and discipline. It relies on mission-critical computer systems and often involves implementing complex algorithms in software. Talk about a dream job, right? On the technical side, I am a good programmer, trained researcher, and am not afraid of all things quantitative. My most representative work sample is this technical report. The text, figures and program described are products of my own exclusive effort. My biggest technical gap is a lack of education on finance and trading. I trust my abilities and enthusiasm to make up for it soon. It would be ridiculous to praise my own self on non-technical aspects. Please infer what you can from this text. The only viable option forward would be an actual discussion.