Depends how new you are to it all, but assuming you just know basic trading stuff (what a bid/offer is, what options greeks are, etc..). Everything I do is stat arb type of trades. My path won't be the same as yours, but here's how I started.
What I did...
- read literally every link and topic under https://www.investopedia.com (the education tab -> investing trading section on the right)
- quantopian.com - look under the learning tab. I went through all the material - literally all of it. There's a series of Lectures that explains a ton
- quantconnect.com - I went through all their tutorials. Read through the existing strategies to get a feel for everything and gain insights - https://www.quantconnect.com/tutorials/strategy-library
- Absorbed almost everything Ernie Chan has written. This was the first book that got me interested in all this - https://www.amazon.com/Quantitative-Trading-Build-Algorithmi...
I read a _ton_ and played around with lots and lots of data to try and get my systems working. Still no where near where I'd like to be, but been profitable since the beginning (minus a giant loss on some gambles I took - I no longer trade discretionary because of this). The links I pasted above are what I'd consider the "easy" part of all this, anyone can read and learn. Learning the more in-depth stuff around specific topics is harder, but I have a bunch of books (willing to share some recommendations if you need).
Once you progress, you'll find specific areas you're interested in (equity options, commodity futures, spread trades, fixed income/bonds, etc.. ).