Most don't have this luxury, and have to eat what moldy bread they can get their hands on.
There isn't enough to go around in most places.
They're few and far between in my neck of the woods too!
tl;dr work for yourself... figure out how to make some money selling something or trading or consulting and do it.
I've thought about this before, and imagine I could encounter some pretty interesting problems as well as collect some pretty valuable experience, but I just doubt companies acknowledge or care about a lot of tech issues. Particularly if they shakes up established processes
You're bang on, they sure don't.
Which is why I am extremely selective in who I will work with.
My consulting gigs are generally just favors for friends or friends of friends who are stressed out from having hired shitty programmer after shitty snakeoil salesman for the past few years straight... and are finally ready to bite the bullet and pay a few grand for whatever they need done... once and for all.
I would say that situation describes almost 100% of the consulting gigs that I have ever done.
Any suggestions on how to approach building algorithmic trading bots?
Really look at it... pore over it... think it... be it... once you start dreaming about price and volume data, you'll know you're on the right track...
...until you think you might notice an edge or something somewhere... then write unit tests to see if that hunch about the pattern your monkey brain thinks it saw is actually consistently profitable.
Then you do all of the real work that is implementing the actual trade execution engine. (Yes, I just yada yada'd over months of work)
That's how I went about it at least and it's working out great so far!
Good luck!
https://qoppac.blogspot.com/p/about-me.html
A google will turn up plenty of videos and interviews too.
I deal with it by choosing not to work on crappy projects.
If a company or the project they want you to work on is crappy, don't choose them!
There aren't many non-crappy tech jobs in my neck of the woods, so I branched out on my own.
I do the odd consulting gig if you're a small company who has a few technical problems and want to pay to fix them ASAP.
And I work on my own projects in the meanwhile... websites... saas... working on an algorithmic trading bot right now.
It's working out OK.
Yoga helps fill the downtime between ideas... and is really helpful at generating new ones I find.
In fact, I just had an amazing idea on the way home from practice earlier today that I should really get working on!
Or hey, perhaps programming just isn't your thing and you've finally realized that. It's not for everybody.
It's a tough world out there, but you're doing the right thing by asking questions and trying to change yours.
Take care now.
Chin up!