This is something that also interests me, as a web developer with a mostly LAMP background. I live in Chicago and getting tired of just doing web dev for small

This is something that also interests me, as a web developer with a mostly LAMP background. I live in Chicago and getting tired of just doing web dev for small business clients. I have hobby experience with C# (3+ years, built several native apps). I'd like to know how to break into the trading industry in Chicago with this background. So far I've been rejected to every C# job I've applied to and I cannot try C# at my job as I'm currently unemployed. I'm not looking to do high frequency trading algorithms (seems well beyond my scope), but I'd be open to writing finance-related tools that aren't performance intensive, if that makes any sense.