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location London, United Kingdom
visits member for 2 years, 4 months
seen Oct 4 '12 at 12:38

Rates quant by day... something else by night...

comment Encyclopedia of Statistical Tests
It's very mathematical - you need good level of linear algebra (regression, QR decomposition etc). If you feel comfortable with Hamilton or ts analysis books then you should be okay. He talks about the maths as what to do in solving the problems and doesn't explain the maths in terms of teaching linear algebra. You may find some online excepts if you google carefully.
comment Encyclopedia of Statistical Tests
@vanguard2k Not sure I understand your question. The ones on the .com site of a major online distributor are pretty accurate. It is a fairly expensive book, but at least that stops everyone reading it. I came accross the book via a personal recommendation.