I intend to thoroughly prepare for an internship that I will start in a couple of months, and therefore wanted to clarify what topics I need to study and some recommended references for them.
The description for the internship is as follows: the intern will be a part of research for quant trading strategies, will be given a live project and will learn how to develop and backtest trading strategies for equities, forex, commodities, etc.
As for my existing background, I once did a project in mathematical finance on option pricing in Markov modulated markets (which I think may not be related a whole lot to the internship) and I also learned a bit of C and Python programming languages earlier. I have absolutely no prior experience in the area of quant trading.
I'd be grateful for any advice regarding what to study, and for suggestions on what book(s) or papers (e.g. which among the quant papers on sites like arxiv.org) to read, or if there are any websites/software that simulate the kind of work I will need to undertake.
Thanks in advance!