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Becoming a skilled developer might take 10 years (http://norvig.com/21-days.html).

You should pick a SW opening as an example and focus on developing your skills to land your first job. Your best chance is to leverage your backgrond in math and physics, for example for a programming job using python for research (http://news.ycombinator.com/item?id=1864591).

Once you are programming full time you can spend your spare time expanding your skills as a programmer in other areas.



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