After working at an Investment bank in technology and automations for over two years I've decided that a substancial project that could demonstrate my merit and expertise would be to take what I've learned and build a full, front to back, STP, trading platform.
This project will entail original ground up development using technologies including: Python (Scripting, Pandas, NumPy, Scikit-learn, SciPy, etc), MySQL (InnoDB Storage Engine), Shell/Bash scripting, and a customized Linux Ubuntu environment dual booted on my mac book and fine tuned solely for this project.
For more information and a letter of intent please have a look at the letterOfIntent.txt file. For a list of resources used/ recommended, please see the resourcesAndRequirements.txt file. Both files are located in the root directory for the project.
Please note that the first iteration of building a trading platform will be a walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook. I'd highly recommend purchasing a copy as the code really does not mean much without context. The system as it stands is not profitable and the main benefit is walking through and taking a look at each piece of the stack. The book can be purchased at Quantstart.com