I previously made a video on what to build to break into quant trading as a trader. This is a similar video but catered to quant devs / software engineers. Go on any intern application for firms in the space and you'll most likely going to see they're looking for people with "a range of out-of-classroom projects or extra-curricular activities that demonstrates your passion in technology" (taken from Optiver's job posting). This video is for the intern / junior software engineer looking to break into the space, I go over an example project I built to highlight the number one technical knowledge gap that candidates have. It can also serve as a baseline for more complicated / larger projects if others want to go all-out. Overall it's a solid example that is sure to show passion and dedication.
Code (Patron-only): https://github.com/Tzadiko/MarketDataSimulator
Patreon: https://www.patreon.com/codingjesus
Calendly (1-on-1 with me): https://calendly.com/coding-jesus
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Email: thecodingjesus@codingjesus.com