This stack gets a LOT of use in HFT. (Including us)

Honestly, the three things I'd most love to have are: - more wrappers, support, documentation on PyMC -- a LOT could be done here and this could replace HUGE amounts of code in all sorts of place - libraries/models on top of cvxopt - more polished ipython notebook -> pdf or d3.js html -- I do this a fair amount for auto eod reports etc

And maybe a fourth...a good open source alternative to kx...preferably one that can accept .h5 files.