http://www.long-short.ru - Russian chat with interesting links
http://adamhgrimes.com/TAAS - trading course
http://abnormalreturns.com - "Abnormal returns"
http://howtotrade.ru - A.G.'s forum on trading
http://biz.yahoo.com/z/extreme.html - US earning, conf. calls, surprises, splits and IPOs
http://www.nanex.net/NxResearch - Nanex Research
http://seasonalcharts.com - seasonal patterns in different time series
http://www.signalfinancialgroup.com/correlation/CorrelationNG.php - correlations of different markets
http://www.valuestockscreener.com - quantitative investing strategies and screener
http://quantpedia.com - encyclopedia of trading strategies
http://godotfinance.com - funny guys
Sources of ideas
http://quantpedia.com - Quantpedia
http://www.assetmacro.com/investment-strategies - Asset Macro
Online testing platforms / hedge funds
https://www.quantopian.com - Quantopian
https://www.quantconnect.com - QuantConnect
https://quantiacs.com - Quantiacs
https://quantler.com - online backtesting platform
Useful materials
http://www.cftc.gov/MARKETREPORTS/COMMITMENTSOFTRADERS/INDEX.HTM - CFTC Commitment of Traders (COT) Report
https://faculty.fuqua.duke.edu/~dah7/HFData.htm - David A. Hsieh's Hedge Fund Data Library (unfortunately, last update - October, 2012)
Lectures by K. Ilyinsky (in Russian)
9 - Factor models
10 - Long-term asset management
11 - Correlation
12 - Arbitrage