Computer Science Undergrad but it played very minor role in helping me (except my final year thesis which I choose to be a trading algorithm)
Yes. I have quit all other jobs.
2-3 years of here and there. I started learning concepts after I lost >100k$ which I made manually trading. Learned concepts and did my thesis the first year. Got some external funding and started a startup based on processing crypto currency data. I couldn't finish it because I wasted most of my time. Then I left everything, stayed at home for 6 months of full dedication (>60 hours a week).
As I did not have much money I started with a "gamble" but I would not call it that as the risk was acceptable to me. Leverage is easy and probablistically my model is more likely to win than lose based on forward and backtests. So, I leveraged hard initially. Got "lucky" so I am close to the end of this process.
Its a part of my long term personal goals which requires me to have a considerable amount of capital and the ability to create more.
About building the algo:
I read around 100 papers and then had the idea to form my own model. Obviosly I made lot of changes from the start. Its a crypto trading model with a very very good sharpe ratio (based on backtest on untrained test set of 2 years, forward test of 3 months and live trading of 2 months). After all numbers have been created, I use a very simple logistic regression (if conditions would had work but it would had been really hard to manually create one for different coins). The best part of the algo is it can handle a very big liquidity.