Once upon a time, the Web was about hypertext and, to that, I hereby present a collection of links. Please note that I do not particularly endorse any of these links, and they do not necessarily reflect my opinion on any particular topic. The only pertinence criterion is whether I learned something interesting from them.
Contract Description Languages
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Simon Peyton Jones (et al.) paper on a contract description DSL: https://www.microsoft.com/en-us/research/publication/composing-contracts-an-adventure-in-financial-engineering/
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Nick Szabo's draft contract language: https://nakamotoinstitute.org/contract-language/
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A list of financial DSL resources: http://www.dslfin.org/resources.html
HFT
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NaNex research articles: http://www.nanex.net/NxResearch/ (this used to be a good resource, but it's no longer available as of 2022-03-07 -- if you're aware of a mirror please reach out)
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Sniper in Mahwah: https://sniperinmahwah.wordpress.com/
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Ethernet frame invalidation trickery: https://meanderful.blogspot.com/2018/06/negative-latency.html
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Max Dama on Automated Trading: http://isomorphisms.sdf.org/maxdama.pdf
Computer Science
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Delftse Foundations of Computation https://textbooks.open.tudelft.nl/index.php/textbooks/catalog/book/13