I'm running a quant trading bootcamp at Lighthaven (in Berkeley) Nov 6-10. This is my first time trying the extended weekend model; it starts Wednesday night so if you're local you only have to take off Thursday and Friday. You can register here, or check out the LessWrong event here.
The course covers the fundamentals of quant trading (markets, order books, auctions, risk and sizing, adverse selection, arbitrage, how quant trading firms make money). In terms of vibes, it's a cross between the Jane Street trading internship, Manifest, and summer-camp-style colorwar.
Also, if you check "LessWrong" for "How did you hear about this bootcamp?" you get a $150 discount.