Is there a high profile open source project in the finance industry - specifically the investment banking area - that I could contribute to (ideally .NET)? I'd like to beef up my resume in this field.
I would prefer something in the algorithmic trading field, but am open to any route (e.g. front-office applications, etc).
Mohawke's Best of the Best Free and Open Source Software Collection shows many finance open source projects, just "sort by type"
FinanceAI is an open source project under the Ms-RL license with the goal of providing advanced Artificial Intelligence, Statistical and Mathematical tools for amateur and sophisticated investors. Once complete FinanceAI will be a complete algorithmic trading platform with comprehensive AI and Quantitative Finance libraries.
For a list of C# open source projects, check out here.
There is an eclipse open finance market platform
Most financial companies don't like open source as they are afraid of the licensing issues when modifying software.
OpenAMQ - Messaging / Middleware
R - programming language used for stats
I've not used it further than the demo but Marketcetera are making a lot of noise recently. They offer a platform for automated strategy development through to execution and book keeping. From memory I think the technology is Java, ActiveMQ, Ruby on Rails.
(Not a high profile but growing organically healthy)
JStock - Free Stock Market Software
The above mentioned URL are more toward end users. If you are looking for developer related information, you may start to look at their wiki.
Open source FIX implementations - http://www.fixprotocol.org/
QuickFIX - http://www.quickfixengine.org/ and QuickFIX/J - http://www.quickfixj.org/
I've used QuickFIX/J in a production environment and it is quite stable and the codebase is easy to navigate and understand. In fact Marketcetera use QuickFIX/J for their fix engine.