i joined alphagrep in may 2022 as a quantitative research intern.
i was supposed to spend that summer at optiver, but my visa got rejected. funny story, actually. i still have no idea why.
i'd already messed up the police-verification process because goi websites are atrocious, especially when you have impaired executive functioning. somehow i got everything together in time, made the appointment and thought it had gone fine.
then the visa just... didn't arrive.
my flight got closer. dad literally went to the dutch embassy in delhi to press them. i missed one flight, then another. a few days later, a couple of us got rejected.
i still couldn't pattern-recognise the reason.
shoot three random ducks in the bucket, i guess. or the three ugliest ducks in the pond. i don't know. i'm not a duck person.
luckily, alphagrep bit when i started mass-applying on linkedin to quant firms that hadn't come to campus for internships.
they asked if i could write code in python.
sure, i guess.
i should have known.
the internship was fun. there was just enough impostor syndrome to keep me on my toes. i could also tell i wasn't quite a cultural fit whenever i committed the occasional social-cue blunder. and i wasn't outrageously gifted enough for that not to matter.
so that was that.
research itself was great. i must have tried some of the most random trading strategies imaginable.
the setup was basically: take historical data, simulate arbitrary buy-sell ideas, then flip buys to sells and sells to buys across an equally arbitrary universe of conditions.
if you search a large enough condition space like a monkey with a typewriter, eventually you discover an 8-sharpe strategy.
sometimes a 14-sharpe one.
the ridiculous part is that some of this stuff actually printed live too.
outside work, i unexpectedly became friends with someone from my department. we did an escape room together and hung out.
my alphagrep football team also won the alphagrep cup. i got a medal and everything. very sports.
this was also my first real income. taxes and all. very adult.