[R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)

Harsh singhalblr at gmail.com
Tue May 31 11:58:38 CEST 2011

Hi Sarbo,
Thank you for your prompt response. Really appreciate it.

I had earlier looked at Tsay's book on Financial Time Series Analysis
but found it a bit heavy on math than I wanted at that time.

My very near-term requirement is to create simplistic models that
would allow me to generate buy/sell signals which I could leverage to
take a market position. I understand I cannot (and should not) be
asking for trading strategies but are there ways to develop some
'intuitions' that could allow me to hypothesize and test trading
strategies? Some mental navigational aides ?


On Tue, May 31, 2011 at 3:13 PM, Sarbo <cmdr_rogue at hotmail.com> wrote:
> Harsh,
> The best introductory resource I know of is Hull's book, Options, Futures, &
> Other Derivatives. Other very good volumes exist for specialised
> applications- Fabozzi's book is indispensable for fixed income markets, for
> instance, while Wilmott's 3-volume set contains pretty much everything you
> need to know about equities and fixed income, and other things besides.
> On Tue, 2011-05-31 at 14:30 +0530, Harsh wrote:
> Hi R Finance Users,
> At the outset, please pardon my vague query to this list.
> I have a few years of experience in the Predictive Modeling space
> having primarily worked in the Business applications industry (Market
> Mix Modeling, Customer Profiling and the like).
> I would like to get involved with quantitative modeling for equity and
> derivatives (target market would be the National Stock Exchange (NSE)
> in India)
> Are there introductory resources that would allow me to get started in
> a small way and work my way towards the more complex ideas ? I
> primarily use R and what I want to do is to get familiar with the
> jargon (betas, alphas and such) of quantitative modeling for the stock
> market.
> My intention is to model daily data and make predictions on which I
> can trade for profit (but of course!).
> If this question has been asked before, then I apologize for re-posting.
> Looking forward to your response.
> Regards,
> Harsh Singhal
> Bangalore, India
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