It's good to note too that if you really have the skills, you can work for yourself. You don't need to impress someone enough to have them hire you on. Real ability is rare and very valuable so if you can learn that you'll be fine.

What a shop will gain you is a larger pool of capital to work with, so you're open to safer strategies that may only net say 1-5%/mo. (the higher the return the higher the risk, so if you're doing a high risk/reward strategy, the only way to not completely bankrupt is to quit at some point before you blow up, which almost everyone cannot do).

There are a number of ways to pull 1-5% mo. out of capital, which doesn't make it worth the time unless you're well capitalized, so it can make sense to get with a firm, but keep in mind if you have the skills, you don't need to go impress anyone. Your record will speak for itself.