There's about a million articles online on "How to be a Quant." I would just scan those for rigorous books which seem to appear multiple times. Although "market

There's about a million articles online on "How to be a Quant." I would just scan those for rigorous books which seem to appear multiple times. Although "market microstructure" might be a good search term for self-direction. Also this: http://www.quantresearch.info http://www.quantresearch.info