I found Headland's blog post about quant trading useful [0] and as well as their other blog posts [1].

Jane Street's podcast and blog are insightful too [2]. I read somewhere that Dr. Simons (one of the founds of RenTech) has this book in his office [3].

0. https://blog.headlandstech.com/2017/08/03/quantitative-tradi...

1. https://blog.headlandstech.com/

2. https://blog.janestreet.com/ and https://signalsandthreads.com/

3. The Econometrics of Financial Markets, https://www.amazon.com/gp/product/0691043019/