Quote from Diamond Geezer:
Tools and Tactics of the Master Day Trader:
Absolute time wasting garbage. I bought it when I was just starting to trade and listened to its author/chief snake oil guy speak at a conference. I know better now.
When asked these days about good books, I point people to Excel user guides, Data analysis and especially multivariate time series analysis books. Most people's eyes glaze over. That's just fine
I agree there are lot of garbage out there...
Any titles/papers you would recommend for multivariate time series analysis?
