Here are some things on the web that I really like...
Attilio Meucci's Advanced Risk and Portfolio Management
I attended the bootcamp in 2015 and completed the ARPM certification. The bootcamp is excellent value, covering both the theory and practice in breadth and depth.
I currently base my investment research and methodology around his "The Checklist”, a recipe of ten sequential steps for portfolio managers and risk managers to model and manage the P&L distribution of their positions, which applies across all asset classes and all investment styles, from high frequency to illiquid/alternatives.
Attilio's papers, Matlab code and datasets are available for download here so you can reproduce his research too.
R is an open source language and environment for statistical computing and graphics. I use it a lot in my quant research.
RStudio IDE (Integrated Development Environment) is a powerful and productive user interface for R. It’s free and open source, and works great on Windows, Mac, and Linux.
Northfield Information Services
Northfield are one of the top risk model providers and are a great resource for understanding risk. Their research and client conference material is available to all on their website!
I couldn't say it better myself - "Take the world's best courses, online, for free." These days life-long learning is a must and massive open online courses (MOOCs) are where it's at. I regularly take their courses and recommend the following: Machine Learning, Data Science Specialization, Learning How to Learn.