I think that you just want to stay in school -- not that there's anything wrong with that
. Anyway, if you do, go up, not down. Maybe some program like this
. Even if you fail to complete your PhD, you can walk away with a Masters in CS. If you do complete your PhD, you'll be glad you did, and much better credentialed for whatever. In addition, you can still date the undergraduate women.
That's not the case. Going back to school would mean no salary, living off savings, paying for extra education plus tons of other drawbacks. The real reason is simply looking forward and expanding the skill set which cannot be taught/learned at math or economics department.
On the other hand, I don't have any professional experience with algo trading, statistical learning (ML) etc. but that's what I want to work with eventually -- the path so to speak. Most of you guys have worked with various tasks and different companies. So you know what the companies that make money do and what the markets offer (in terms of profit opportunities, mispricing, arbitrage, HFT, risk/reward "bets" etc.)