A video on developing a trading strategy, Pulled from Quantopian's video channel
https://www.youtube.com/watch?v=J_kzoZOxsZ0
Check out QuantConnect's Youtube Channel
Check out Dimitri Bianco, has some good videos on the life of a quant
Jim Simons Interview
James Simons (full length interview) - Numberphile
Building a strategy to beat the S&P500
Karen Rubin - Building a Quantitative Trading Strategy To Beat the S&P500 - PyCon 2016