How to get started on macro research?

I'm currently working in ABS underwriting and pre-ABS investment. I'm trying to break into the HF business, and I think I should put a bit more of my off-work time on studying investment research. Due to the nature of my job, I have some exposure to credit research, and I want to build some knowledge backgound in the global macro research.

I would really love some advice on how I can get started. Some books, tutor videos perhaps? I majored in economics and math back in college, and I've been working with ABS and CDO stuff for two years. My goal is to make the transition to HF within two years and I hope to have at least the knowledge level of a junior investment research analyst when I apply for jobs in HFs.

I could really use some good advice. Thank you guys!