Catch Turney Duff on CNBC's "The Filthy Rich Guide," a show about how the .00001 percent spend their money. The show airs Wednesdays at 10pm ET.
The plane touched down in San Jose, Costa Rica, in the late morning. After the usual baggage-claim torture, three of us smush into the back of a taxi. We're heading to Jaco. My friends Rex and John and I are meeting a bunch of female Wall Streeters for four days—just a little getaway. Ninety minutes later we hop out of the cab and head straight to the swimming pool. We'll check in later. A 3-on-3 volleyball game is center stage in the shallow end as we walk up. Umbrella drinks are handed to us; we're still clad in our February New York City clothes. Then out of nowhere my friend John is bear hugged and tossed into the pool. It's going to be that kind of trip.
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"You've got 5 minutes until the vans get here," one of the girls shouts to us.
Thirty minutes later, I'm hang gliding, soaring over incredible landscape. We were like my 9-year-old daughter and her friends trying to get in line for the roller coaster. I was first, but I worked on the buy side, and the client always goes first. Afterwards, on the way back to the resort, we're all giggling like school girls in the back of the van.
Tonight, there's a cocktail party and dinner, we might even work in a game of "I Never" or "Truth or Dare" if the evening starts slow. And from that point, we're free to do whatever we want. Some guys are heading over to the infamous Beatle Bar; rumor is that every woman in the place is on the clock. Others are planning on getting a good night's sleep because we have a full day tomorrow.
Breakfast. Pool. Beach. Lunch. Pool. Beach…
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Halfway through my massage in the spa, I'm thinking about our next activity. The trip is centered on chartering a 70-foot fishing boat; the world's fastest of its kind. I used to fish growing up in Maine, but it's been a while. We also need to make time for zip-lining in the rain forest, snorkeling and diving – and, of course, the nightlife.
It's like Costa Rica has become our own private theme park.
The next day we're on the water by 6 a.m., which means I got two hours sleep — and what sleep on this trip means is me staring at the ceiling for two hours. The boat cruises out to sea for a few hours as the captain guides us to his favorite fishing spot.
I can't claim any special skill or technique, but I was the guy on the boat who landed the big one. It feels as if Moby Dick is on my line. "YOU GUYS," I scream. "I got something…" It's like Christmas Eve. I know a present is coming, but I don't know what. After about 45 minutes of reeling it in by myself, I pull the 70-lb. Sailfish (it looks like a Marlin) into the boat.
Read MoreRidiculously extravagant purchasesof the filthy rich
On Wall Street, where they spend more on vacation than some people's annual salaries, it's possible to live out those childhood fantasies of being an astronaut or a race-car driver in an indulgent grown-up reality.
Here are some of the daftest Wall Street playgrounds, where you never have to grow up:
Basketball camp at Duke. Every year, Duke Basketball Coach Mike Krzyzewski conducts a fantasy camp for five days. And you could fill a private 737 jet with the amount of finance guys who attend. For a five-foot-ten white guy working on Wall Street—it's a dream. And for a $10,000 tuition fee, it can be a reality. But don't expect to see too many dunks.
Porsche driving school. Most traders only drive their Porsche on the expressway to the Hamptons. At the Porsche Sport Driving School in Alabama, their inner child will be screaming "Faster! Faster!" as they put it to the test on a world-class race track. Packages range from $1,800 for a one-day course to $6,000 for a three-day competitive driving course.