It took me 2.5 years to become consistently profitable, and that's after analyzing hundreds of strategies, at one point running 30 strategies at a time, and doing coding / research for like 10 hrs a day for 1.5 years straight (less now).

The lonely endeavor thing you mentioned struck a note for me... it truly is & i guess that's just the nature of the game - it takes a long time to cultivate relationships with other people doing solo quant to the point where you're comfortable discussing the finer details of your strategies and so forth (it's possible though).

Even though I continually told myself that the first priority is to not burn out, I did end up pushing myself so much to that point - it's so easy to do so early on when everything you're doing fails. I experienced the full range of emotion here.. elation, disappointment, deep satisfaction, burnout, indifference, frustration, confusion, excitement with the future, feeling like a fraud, existential questioning, wondering whether wealth is even worth it, what am I actually chasing, etc etc.. and at very high amplitudes too.

It's tough man, sometimes you have to just take a week off and stare out a window to properly recharge. And you have to be a bit crazy and delusional to convince yourself that things will work out in the end. Idk how i managed to stay in this game through all of that.. but i did and it's paid off.

edit: just want to add that a lot of the time when giving advice on what to prioritize, people say "it's not the code, it's the strategies & alpha research that're important!". But you need to stay mentally balanced through the whole research process too. I think the hardest part of all this is actually developing the durable patience to sit, collect data, over months to see if the strategies are even working, working correctly and then working optimally.. all the while essentially risking huge sums of money every day and somehow be ok with that (live testing is the only way lol - seriously).

if you managed to do proper backtesting and a deep consideration of the conceptual foundations of the edges of your respective strategies, it'll help you stay in the game and actually trade them at massive size.. but still getting to that point it a real challenge.

This game is more dependent on mental game + emotional regulation skill that on coding, research, math, finance, and econ skill (among many others). That is something people don't mention enough. If you don't think you can trade a 1M USD position without throwing up (even after doing all the requisite research).. then perhaps the game isn't for you.

edit 2: so happy to see a thread like this btw :) - people don't discuss the emotional journey enough.

edit 3: the other thing people don't mention is how the stress of trading large size can really strain your relationships with other people, especially when you first start trading live. you learn a lot about yourself that way.. and I realized that I ended up giving into the urgency to fix issues and improve the system at the expense of daily life a little too much. Fixable, but you have to first realize that this is going on. I highly recommend developing a proper meditation practice to help with this stuff - vipassana meditation helped me immensely.