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I am a Pure Maths PhD. As I would like to venture myself into quantitative finance jobs, I need to pick up statistics, programming and finance.

I have been reading time series analysis by Hamilton and Box Jenkins et al. Also, statistics and Data Analysis for Financial Engineering by Ruppert and Matterson.

I think I need to improve on my statistics background. So may I know what statistics books should I use that have applications in finance?

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  • $\begingroup$ Hi: if you're reading hamilton's text and can follow it, then there's no need for you to get a statistics book. OTOH, by statistics book, do you mean a mathematical statistics text or a linear models-regression type text or a multivariate statistics text ? $\endgroup$ – mlofton Aug 6 at 3:03
  • $\begingroup$ Maybe all of them? Actually I am not sure what can be applied in quantitative finance. As long as it can be applied in quantitative finance, then I am interested to learn it. . $\endgroup$ – Idonknow Aug 6 at 3:16
  • $\begingroup$ I believe cointegration is not covered in Hamilton's text but it is widely used in quantitative finance, especially algorithmic trading. $\endgroup$ – Idonknow Aug 6 at 5:03
  • $\begingroup$ I think my interest is more towards to Statistical analysis in quantitative finance. $\endgroup$ – Idonknow Aug 6 at 5:07
  • $\begingroup$ Do you think that my question is better suited to quantitative finance stack exchange? $\endgroup$ – Idonknow Aug 6 at 5:13

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