Things that might help pique your interest:
- For both academic and practical problems: http://quant.stackexchange.com/
- For keeping tabs on new ideas in the blogosphere (generally average, occasionally something useful): https://quantocracy.com/
- Useful information on getting started in the field: http://quantstart.com/articles
Outside of the academic literature, it is quite an insular field, so you have to work to find interesting ideas. If you can make money, you probably won’t be sharing much with anyone. A notable exception might be Rob Carver’s blog (https://qoppac.blogspot.com/).
From a CS background, a simple path to see if you might enjoy “quant investing” is to read some old papers from e.g. AQR about factor investing (Momentum, Value) and try to implement it with Interactive Brokers or similar. You should be able to roll something together with very little capital.
On the “quant trading” side of things, try the Avellaneda paper for statistical arbitrage, do some digging about RenTech, read the LTCM book, etc etc. Not something you can do without a lot of infrastructure behind you, but there’s enough information around to work out if it’s interesting.
