Im a software developer (freelance) working in investment banking, and I'm looking to improve my CV by gaining a better understanding of the financial quant role and the software used by quants to create and test models. Ideally I'd like to write a high-performance desktop application in order to understand this area better. My initial thoughts were to create an application that would be capable of consuming a variety of data feeds. The app would also include an F# code entry panel to allow the user to describe their model in a functional language. Then when the model is 'run' the output data stream is visualised as a real-time graphic.
My background is writing low-latency apps for front office, so I should be able to create something useful
Can anyone offer me advice about my project ? Is it a good idea or have I missed the point somehow ? would anyone like to help me (for a free copy of the resultant application) ? I would do it in my spare time (as Im current in a contract).
Im just trying to get into this space, and writing software is the best way for me to understand niche areas of this business.
Thanks in anticipation