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Metus comments on Open Thread, February 1-14, 2013 - Less Wrong
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The software world could probably scratch your itch pretty well. Have you tried/do you like programming?
I tried programming a couple of times but it never really 'clicked' in the sense that I am able to write (simple) code but never developed a fascination with it. I usually find consice solutions that perform reasonably well but I can not stick to learning a language beyond the basic standard exercises.
I went the common route of fixing the "learning advanced subjects is hard" problem by studying computer engineering in college, if that's an option you're able to consider. Writing simple code is a just few steps away from writing complex code, and at that point you have something you'll likely be able to make a career out of. "Software is eating the world", as some people accurately quip.
Well, I am finishing up a bachelor degree in physics and thinking about switching to mathematics. Seeing as I like theoretical physics and it essentially is coding something similar to your suggestion should be possible.