Developing a mechanical system - Seeking resources

Heisenb3rg

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Hi T2W forums!

I've been lucky enough to stumble upon an amazing new friend who put in a strong recommendation for me for an internship with a couple trading firms.
The jobs are both programming based, and as far as I know would be working primarily with quants. Got two interviews coming up.

My potential is high, but I am in over my head with knowledge. Trying to what I can to bridge the gap between my knowledge and expected knowledge as fast as possible before the interviews. Also curious in general.
(Completed my CFA, Bachelor in CompSci/Physics, read 20+ books on finance, some programming experience).

What I'm wondering, is there any resources that give advice on developing a mechanical trade system? Where to start, environment to use, API's that integrate with trading platforms etc.

Thanks!
 
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