Is say your first step would be to understand the mechanics of trading (exchange, OTC, speculative arbitrage trading). Then, you'd need both a broad understanding of different asset classes and instruments and a deep understanding on where you want to focus (i.e. macroeconomics would need you to grok instruments like FX swaps). Then you need to learn the mathematical models on how to price these instruments and how to derive their value.

I would recommend reading 'Options, Futures and Other Derivatives' as a starting point, and getting the companion solution booklet so you can check your assignment answers.