My advice is to look for meetups, look in your neighborhood for ways to volunteer, get on Reddit and Facebook, and don't be shy about asking people to hang out.
I used to live outside NYC, and finding work there is indeed difficult, depending on your specialty. If you already work in "fintech", you're set: there's tons of jobs there doing that. If you don't have any experience in finance, then it's not so easy, and there really isn't much programming work there outside of finance and full-stack web stuff.
I live in the DC area now, and have also had a terrible time making connections. I'm planning to leave within a year because of this. I'm not going to NYC though; the job situation there is terrible for my specialty, as I learned before.
>What are the secrets to building connections out here?
I'm not sure about NYC, but here in DC I think it has to do with going to a lot of rooftop bars and drinking a lot of alcohol. If you're not into that scene, you won't do well here. I suspect NYC is similar.
There's also every kind of social community imaginable here. You can attend tech meetups if that's your thing. Take a drawing class, find a D&D group, volunteer at a community garden, host orgies. Sky's the limit.
What are the secrets to building connections out here?