As some of you know (well probably no one that might actually read this blog), I am a huge proponent of the idea that randomness rules our lives. This is almost a religion to me. Rather, you can even argue that religion was born of the need for humans to make sense of the randomness of their lives. But that is neither here nor there.
Recently, I've thought about going to work as an analyst/programmer/quant on Wall St. I've had friends encourage me to look in this direction for a while, but only recently have I given it serious thought. Things quickly came together, and I had an interview at a place that had the resources to hire and train me, and in many other ways would have been a good fit. The only problem: I totally bombed the job interview.
The interviewer asked me a technical question about a C++ library that I used for several years, but haven't used for the past year. I totally forgot it. Nothing that a flip through the definitions couldn't solve, but still not good. Then he tried to make it into a more general question about design patterns, which I learned in college over the course of two A+ semesters. Fail. The funny thing was that I wasn't nervous. I didn't cave under pressure. He asked me easy warmup questions for which he expected quick answers and I didn't deliver. Simple as that.
Small sample size? Perhaps. Probably more to it than that, but since we are all (even statisticians*) so prone toward trying to find patterns from small samples, I will actively refrain from going down this road.
While I don't begrudge the fund I was interviewing with for rejecting my application based on a poor interview, I nevertheless do not think myself any less qualified for the job because of the same interview. Or at least so I tell myself.
In any case, it may be for the better. The fact is, I don't need this job, although I would probably have taken it. I'm happy with what I'm doing now.
I'm on my way to ski in Colorado for a few days, then off to Thailand, Bali and Australia. Not sure when I'll be back, but certainly not before January. Not sure how much time I will spend working on baseball stuff. I'm sure I'll be thinking about baseball, however. Also I've been learning a little about basketball (ie NBA & men's college). Maybe I'll find a problem in that universe that I think I can contribute toward solving. Or maybe not. Basketball stats are much more shallow and unreliable than baseball stats. So creating something meaningful based on currently recorded basketball statistics seems both hopeless, and kind of intriguing.
* I recently read an article by Bill James, where he tried to prove that the Royals can not possibly be even an average team, because they were blown out in 5 games in a row. His reasoning was mathematically sound, but the desire to prove that the Royals were a bad team based on 5 aweful games, rather than a 100 games where the team was bad on average, was very human.
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