[R-SIG-Finance] what should I be reading?

Aleks Clark aleks.clark at gmail.com
Wed Sep 30 16:24:56 CEST 2009

Hey List,

I'm pretty new at this whole computational finance thing, and am
looking for some reading recommendations. I am currently working on
automated forex trading using SVMs, but looking over the Finance and
Econometrics tasks in CRAN, I realize I don't understand 70% of the
/summaries/ of what those packages do.

the question is:

What kind of reading would be suitable for someone starting out with
economic models? I realize there's not going to be much out there
specifically aimed at forex, but I'd think there'd be some R-focused
material dealing with modeling of other financial markets. I've got a
pretty good grasp of how SVMs behave and work, and a somewhat lesser
understanding of neural nets, but the caret package has a profusion of
other modelling techniques that beckon to me! And I don't know much
about any of them, or if any of them will actually suit my purposes,
so any reading recommendations would be appreciated :)


Aleks Clark

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