The trading floor of Sterling, Vance & Associates on the forty-second floor of 3 World Trade Center was bathed in the harsh, blue-tinged glare of four hundred quad-monitor setups.
It was mid-September of our senior year.
Outside, the autumn wind whipped across the Hudson River, but inside, the atmosphere was pressurized, sterile, and thick with the electric scent of hot server rack exhaust and fresh espresso.
We were no longer summer interns fetching coffee or running secondary diagnostic audits. As senior analysts attached to the firm’s Quantitative Arbitrage Desk, Enzo and I were given three million dollars in paper-trading capital for our final-semester capstone project. The goal was simple: design, execute, and settle a high-frequency algorithmic strategy before the market close at
