I came across this free course on Computational Investing at Coursera.com. It's a great course for anyone interested in investing in stock markets.

What you will learn?

Here's a brief of what you learn in this course: Why do the prices of some companies’ stocks seem to move up and down together while others move separately? What does portfolio “diversification” really mean and how important is it? What should the price of a stock be? How can we discover and exploit the relationships between equity prices automatically? We’ll examine these questions, and others, from a computational point of view. You will learn many of the principles and algorithms hedge funds and investment professionals use to maximize return and reduce risk in equity portfolios.

Introduction Video

https://www.youtube.com/watch?v=m-kZGQwA3mg

Suggested Readings

All About Hedge Funds : The Easy Way to Get Started

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

Note: This course is no more offered by Coursera. You can still check other interesting courses on Coursera.