Now that would be an interesting topic: The rationalist hobo.

I am actually considering something similar. There is the extremely early retirement community where the general suggestion is to earn much money in very short amount of time, to live below means in that time, to invest as much of it as possible and to then live from the interest gathered. Driven to extremes the necessary base capital can be quite low, such as in the low hundreds of thousands.

As interest is mobile and I can relocate to a country that almost does not tax capital interest I am free to roam the world. Additional income can come from local work or donations as I intend to still work some amount of time in theoretical research which essentially is just time consuming without need for capital expenditure.

For some time at least this would be very interesting.

Edit: The availability of so much free learning material online makes this even more viable. The only issue will be maintaining a good exercise regimen and good eating habits.

Edit 2: If you can learn remotely, you can work remotely. Being on the road does not preclude doing analysis or similar stuff to stil learn an income.