The research highlight of my day was a trip to D. E. Shaw, to give an academic seminar (of all things) on extra-solar planet research. I was told that the audience would be very mathematically able and familiar with physics and engineering, and it was! I talked about the stationary and non-stationary Gaussian Processes we use to model stellar (stationary) and spacecraft (non-stationary) variability, how we detect exoplanet signals by brute-force search, and how we build and evaluate hierarchical models to learn the full population of extra-solar planets, given noisy observations. The audience was interactive and the questions were on-point. Of course many of the things we do in astrophysics are not that different—from a data-analysis perspective—from things the hedge funds do in finance. I spent my time with the D. E. Shaw trying to understand the atmosphere in the firm. It seems very academic and research-based, and (unlike at many banks), the quantitative researchers run the show.