This document is amazing. I'm interested in working in quant trading when I graduate, and I can't believe I haven't found this before. Do you think if I wrote my own back tester and test strategy and put it onto GitHub it would be a positive in applications/interviews, or is that too basic to be seen as interesting/substantial?
It depends what kind of job you want. If you want to go into quant research you’re probably just going to be writing inefficient python code. So if you want to do that, just go straight to something like Quantopian where the infrastructure is already set up.
If you want to be the guy who actually knows how to program (the guy translating the Python into C++), then I think a backtester would be a nice project. Look at the python libraries zipline and pyfolio and then try to create something yourself (ideally not in python).
