A bit off topic but I thought this was the best place to ask.
I would like to find either an online class, resource, or book to refresh my knowledge on the application of statistics in security or systematic analysis. I took statistics in college but it's been awhile and it was not applied to finance.
Any suggestions?
Thank you
@tgiann3, re books, a quick search found these titles:
I spent a bit of time looking at the content (via an online subscription that allows me to read the entire books), and assuming that your math is quite good, I suggest to start with "A Course on Statistics For Finance". See also the preview and TOC of "Statistics for Finance" on the same publisher site.
The third book is probably most known, but multiple readers complain about errors, like in this Amazon review "...there are shockingly many errors in this book. The errors are not a simple misspelling of words - they are generally errors in the formulae, tables, charts, and graphs."
If you spend some time searching on Google, you will also find free online courses (for example, on Coursera). However, in general, these are tied to a specific programming language such as Python or R.
The books mentioned above, on the other hand, are full of mathematical formulas that you can implement on your own in any programming language of your choice, including AFL.
Thank you, that's very helpful. I did do a search but wasn't sure what people who are more experienced in systematic trading thought.
Thanks again,
Tom