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


closed as too broad by SmallChess, Bob Jansen Oct 16 '15 at 10:28

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

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    $\begingroup$ 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. $\endgroup$ – Tal Fishman Dec 15 '11 at 14:40
  • $\begingroup$ Im not sure how to phrase my need as a specific question. Ill give it some thought and update my question asap - thanks $\endgroup$ – Dean Chalk Dec 15 '11 at 15:00
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    $\begingroup$ 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. $\endgroup$ – kfmfe04 Dec 16 '11 at 22:09
  • $\begingroup$ 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). $\endgroup$ – Robert Kubrick Dec 18 '11 at 14:38
  • $\begingroup$ thanks for all the comments guys, its been a great help :) $\endgroup$ – Dean Chalk Dec 19 '11 at 16:12