• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Need book suggestion

Joined
7/11/08
Messages
8
Points
11
Hello,

I am looking for a good book and online resources to learn to build quantitative, statistical, and optimization models, measure and validate their effectiveness. Kindly advise. Thanks!
 
Like every author, I recommend my own book, Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
The main argument to read this is probably my track record, i.a. I beat the (German) market with my portfolio.

However, no book will make you an expert. In particular, you can learn from my book how to get data from yahoo.finance, how to analyze them in R and how to make a backtest.
You will also learn the mathematics of money management.
But then you should practice-practice-practice yourself.
 
Back
Top