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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

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Hi Dean, welcome to quant.SE. Do you have any specific questions beyond asking for advice and "is this a good idea?" As I'm sure you know from your experience posting on SO, these forums tend to work best when there is a specific question at hand. –  Tal Fishman Dec 15 '11 at 14:40
    
Im not sure how to phrase my need as a specific question. Ill give it some thought and update my question asap - thanks –  Dean Chalk Dec 15 '11 at 15:00
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What the heck is Quant Modeling Software? Software for derivatives pricing? Risk management? Alpha research? HF trading? Interest-rate modeling? Mortgage prepayment modeling? Default modeling? There's a ton of stuff out there so you obviously need to narrow it down. –  kfmfe04 Dec 16 '11 at 22:09
    
Dean, you can start from this forum to gain an understanding of the tools and skills used in the industry: low-latency.com (I have no affiliation with the website). –  Robert Kubrick Dec 18 '11 at 14:38
    
thanks for all the comments guys, its been a great help :) –  Dean Chalk Dec 19 '11 at 16:12
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