Wow, sounds like you have a good mathematical brain for trading. I too am new to trading, but much, much greener than you. Please share with us some of the books you would suggest for newbies like me, as well as good videos, lectures, or teachers you've come across. I wish you the best for your trading future.

I'm going slightly off-topic, but I am a little concerned about this. Having a supportive girlfriend, family and clients had a significant, positive impact on my trading. My girlfriend gave me the encouragement to quit academia to become a trader, and thereafter quit my trading job and start my own firm; she's the one who makes sure that I eat and don't stay up all night (otherwise, I'd usually go 36+ hours without sleep before realizing). The majority of the traders that I knew at my workplace were in their first marriages celebrating their multi-year anniversaries. (This was in Tokyo, which was a funny environment, because most of these traders were like Australian or British, and their wives were like Satoko, Megumi, Tsukasa etc. and their husbands could never pronounce their names right.)

I'm not like scaring you and saying that "if you don't procreate you will fail at trading and die from a miserable and lonely life" - I'm saying that you should not view trading as an escape, and certainly not allow it to affect your lifestyle habits.

I studied physics and mathematics in college and loved it intensely; at least you tried to find a suitable partner, I never gave it a single attempt. I used to associate that with the stereotypes of successful physicists and I made it a self-fulfilling prophecy. Looking back, this was a poor decision. I was lucky - and this story sounds so unreal that I couldn't even make this shit up. I was in Paris (alone) and my college classmate said he'd arrange for a friend of his to meet up with me so I would have something better to do. He didn't tell me that his friend was a very attractive girl at our age, and she was in Paris for a modeling assignment.

I was working on a research paper that night and she came knocking on my door, which left me speechless for a while. I was so awkward and didn't say a word to her besides, "Hold on," and continued LaTeX-ing away at my laptop. After 5 minutes or so, she finally said, "Hey, look at me," and that was when I looked at my first girlfriend in the eye.

The relationship taught me that a passion for math, programming, engineering, tennis, piano, violin, soccer, trading, whatever, is not grounds by which girls think you are weird. Quite the contrary, girls are attracted to guys who have a calling and show that they work for it. A girl doesn't want a guy to be part of her life - she is looking for a guy whose life she can be part of.

Work harder, try less to find a girlfriend actively, but talk and hang out with more girls passively (not to the point that you are used to talking to a woman as a woman-to-woman rather than a man-to-woman, of course). I hope this advice helps.

The effect has been been good overall, and with where some of my friends have ended up, I'm glad I didn't fall into the trap. It's somewhere I'd like to be in 5 or 10 years, but for the last several years, I've been able to get rid of that desire and take advantage of the free time and focus that it affords me, and to live very frugally and grow my trading and engineering ability.

And now you have to tell: MIT or Cambridge?