Where Wall Street goes to play

Catch Turney Duff on CNBC's "The Filthy Rich Guide," a show about how the .00001 percent spend their money. The show airs tonight 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 daysjust 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.

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Where Wall Street goes to play