I am a programmer and I have no finance background. I am looking for advice as to how to get started in the quant finance industry. My goal would be to have solid understanding about the industry and be able to program something interesting, side project projects. But so far I have no idea how to get started.
So far I think I need to know: math (Statistics in particular), finance (can someone elaborate? share market? economics? options? or are all these just the implementation of the finance theory?).
Also what are the different areas in quant finance. In computing there are say, web, desktop, windows based, linux based, database, business analyst, user interface, designer etc etc.