Here is a quick glance at algorithmic trading:
3 basic components:
1. math background: probability theories, stochastic processes, real analysis, PDE, ODE, mental math.
2. finance background: mostly pricing theories and models; BSM models;
3. programming skills: Python and C++;
A few starting points in trading strategies:
websites: zipline and quantopian;
blogs: Gekkoquant ;
Quantstart
