Nassim Nicholas Taleb describes his dual life as trader and philosopher, in The Black Swan: The Impact of the Highly Improbable:
These were the days when it was extremely common for traders to break phones when they lost money. Some resorted to destroying chairs, tables, or whatever would make noise.... Who would want to leave such an environment? Compare it to lunches in a drab university cafeteria with gentle-mannered professors discussing the latest departmental intrigue. So I stayed in the quant and trading businesses (I'm still there), but organized myself to do minimal but intense (and entertaining) work, focus only on the most technical aspects, never attend business "meetings," avoid the company of "achievers" and people in suits who don't read books, and take a sabbatical ear for every three on average to fill up gaps in my scientific and philosophical culture. To slowly distill my single idea, I wanted to become a flaneur, a professional meditator, sit in cafes, lounge, unglued to desks and organization structures, sleep as long as I needed, read voraciously, and not owe any explanation to anybody. I wanted to be left alone in order to build, small steps at a time, an entire system of thought based on my Black Swan idea. (The Black Swan, p. 21)
Maybe it's just me, but I think this is a great vision. Taleb was at Wharton when I was at Penn; had I known that there are people who think about business this way-- as something you want to be successful at, but not at the expense of thinking about Big Ideas-- I would have thought quite differently about the business school, and the world of commerce generally.
[To the tune of Bryan Ferry, "The Right Stuff," from the album "Bête Noire".]