Hi, Everyone. I want to thanks QuantConnect team for this incredible idea and resource. Also for really good Bootcamp. I am learning every day and excited that found this community. Also, I understand that my Math and Statistics background need to be improved. Could you please recommend good books or resources for newbies? Or if you can go back in time what you could recommend to your self do or not to do? Thank you!
Aaron Janeiro Stone
This was my favourite book which I kept as a handy reference during my undergrad: https://www.amazon.ca/Probability-Random-Processes-Statistical-Analysis/dp/0521895448
Jason
Hey Leu Bar,
So I would say the type of math/stats to recommend depends on your end goal ( be it model validation, machine learning, pricing formulas, etc.) Nonetheless, I attached some texts I have worked through that I have found to be helpful
Introduction to Time Series Analysis and Forecasting (Wiley Series in Probability and Statistics): https://www.amazon.com/Introduction-Analysis-Forecasting-Probability-Statistics/dp/1118745116
Options, Futures, and Other Derivatives https://www.amazon.com/Options-Futures-Other-Derivatives-10th/dp/013447208X
Advances in Financial Machine Learning https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos/dp/1119482089
Mathematics of Financial Markets https://www.amazon.com/Mathematics-Financial-Markets-Springer-Finance/dp/0387212922
And this book is just a casual read about Renaissance Tech/Jim Simons, one of my personal favorite books to be honest: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution:
https://www.amazon.com/Man-Who-Solved-Market-Revolution/dp/073521798X/ref=sr_1_2?crid=1WJ07EBKCRP3J&dchild=1&keywords=jim+simons+the+man+who+solved+the+market&qid=1597703833&s=books&sprefix=jim+simons%27%2Cstripbooks%2C165&sr=1-2
Leu Bar
Thank you guys for you support!
Leu Bar
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