I think Veritasium made a really good video talking about some of the differential equations governing option pricing [1] which I found really fascinating. Patrick Boyle's video about Jim Simons' history is really interesting too [2].
Also just reading about Jim Simons' being an already-very-successful mathematician dropping everything to start a hedge fund and ending up extremely successful at the end of it was a bit of a wakeup call. Clearly this was an extremely smart dude (he was the chair of the math department at Stony Brook!), and so if this is interesting enough for someone like him, then it's probably something worth looking into.
I read through a book on basic trading strategies and I thought it was pretty interesting [3], though I've gone in a pretty different direction from what they taught.
Also just reading about Jim Simons' being an already-very-successful mathematician dropping everything to start a hedge fund and ending up extremely successful at the end of it was a bit of a wakeup call. Clearly this was an extremely smart dude (he was the chair of the math department at Stony Brook!), and so if this is interesting enough for someone like him, then it's probably something worth looking into.
I read through a book on basic trading strategies and I thought it was pretty interesting [3], though I've gone in a pretty different direction from what they taught.
[1] https://youtu.be/A5w-dEgIU1M
[2] https://youtu.be/xkbdZb0UPac
[3] https://www.amazon.com/Machine-Learning-Algorithmic-Trading-...