Reading for algorithmic quant role

Hi,


Recently landed a quant internship for the upcoming summer - working on a team focused on algorithmic trading. What kind of reading recommendations do you have for someone coming in with strong math / statistics / ML / CS knowledge to get a better idea of what I might be working on, preferably focused on methods used in industry?


Any kind of recommendations - textbooks, blog posts, tutorials would be greatly appreciated!


Thanks!

 

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