Could someone with your experience help me on where to get started if I want an in depth knowledge of the kind of stuff you use on a day to day basis? Would preparing for and writing the level 1 CFA be a good start? (I'm a mathematical physics graduate who's done quite a bit of software in finance but not specifically in trading).
I've read quite a bit of quant material, but I would also like to know what to learn from someone who is steeped in the industry as I'm sure my knowledge is quite a rough approximation of what I should actually know if I were to claim any expertise.
CFA Level 1 official prep material is very good. IIRC, these are set of 6 books. You can get second hand older prep material from eBay/Craigslist/FB for cheap.
I've read quite a bit of quant material, but I would also like to know what to learn from someone who is steeped in the industry as I'm sure my knowledge is quite a rough approximation of what I should actually know if I were to claim any expertise.