Dear Statalist,
I am a biomedical researcher with a good understanding of statistical
principals and of using Stata for work in my field, but little formal
training in financial modelling, time series, etc.
I am interested, as a personal side project, in using Stata to aid in
trading stock options and securities. In particular, I would like to
learn more about forecasting volatility (typically, I believe,
starting with GARCH-type models) and about correlating volatility and
price relationships between different securities (and groups of
securities).
Can anyone suggest references (texts, papers, websites) for learning
how to do this? Ideally I would like to find material that uses Stata
for the examples, but anything that is at a sufficiently introductory
level for someone with my background would be helpful.
Thanks!
Jon
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