New to Quantitative Modeling (Looking for starting resources/suggestions)
May be this books can help you: Statistics and Data Analysis for Financial Engineering (Springer Texts in Statistics) David Ruppert Option Pricing and Estimation of Financial Models with R Stefano M. Iacus Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab (The Wiley Finance Series) Jon Danielsson Time Series: Applications to Finance with R and S-Plus(R) (Wiley Series in Probability and Statistics) Ngai Hang Chan All of that are with R code samples, but the last one teaches you how to test a pair trading strategy (built with coitegration) -- View this message in context: http://r.789695.n4.nabble.com/New-to-Quantitative-Modeling-Looking-for-starting-resources-suggestions-tp3562593p3562721.html Sent from the Rmetrics mailing list archive at Nabble.com.