I have some decent knowledge of probability, stochastic processes and option theory, however I do not have a proper background in statistics.
Now I am working quite a lot with data, and trying methods from here and there such as linear/logistic regression, PCA etc. Yet, I would be comfortable if I had a couple of books that describe main idea, popular methods and their possible well-known and hidden drawbacks.
Ideally such a book would be written with financial applications in mind, preferrably with a good technical level. I've tried Mathematical Statistics with Applications by Wackerly et al. but that lacks focus on quantitative finance, and also seems to cover only very basic things.
I'm grateful for any advice on this topic.
Perhaps worth clarifying that if the book contains other methods of working with data, e.g. particle filters, neural networks etc. I'm even more interested in it.