Disclaimer: although I know some things about big data and am currently learning some other things about machine learning, the specific area that I wish to study is vague, or at least appears vague to me now. I'll do my best to describe it, but this question could still be categorised as too vague or not really a question. Hopefully, I'll be able to reword it more precisely once I get a reaction.


I have some experience with Hadoop and the Hadoop stack (gained via using CDH), and I'm reading a book about Mahout, which is a collection of machine learning libraries. I also think I know enough statistics to be able to comprehend the math behind the machine learning algorithms, and I have some experience with R. My ultimate goal is making a setup that would make trading predictions and deal with financial data in real time.

I wonder if there're any materials that I can further read to help me understand ways of managing that problem; books, video tutorials and exercises with example datasets are all welcome.

  • $\begingroup$ StackExchange sites should not be a link-dump of increasingly aging and missing resources. $\endgroup$ – Spacedman Feb 18 '15 at 15:25
  • $\begingroup$ Yes, I think that this is generally considered off-topic; it's open-ended and opinion-based. $\endgroup$ – Sean Owen Feb 19 '15 at 10:06

There are tons of materials on financial (big) data analysis that you can read and peruse. I'm not an expert in finance, but am curious about the field, especially in the context of data science and R. Therefore, the following are selected relevant resource suggestions that I have for you. I hope that they will be useful.

Books: Financial analysis (general / non-R)

Books: Machine Learning in Finance

Books: Financial analysis with R

Academic Journals

Web sites

R Packages

  • the above-mentioned RMetrics site (see this page for general description);

  • CRAN Task Views, including Finance, Econometrics and several other Task Views.


Educational Programs

Blogs (Finance/R)

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    $\begingroup$ Thanks a lot; although this is more about finance and statistics, I think it'd come in handy in due time. Also, man, that's a lot of books :-) $\endgroup$ – Chiffa Feb 11 '15 at 13:01
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    $\begingroup$ @Chiffa: You're very welcome! "Lots of books": I prefer to under-promise and over-deliver, not vice versa :-). Seriously, though, it is just my initial selection, which is more of a tip of an iceberg. If you noticed, I've included several ML-specific books, as I understand that's your current focus. $\endgroup$ – Aleksandr Blekh Feb 11 '15 at 13:10
  • $\begingroup$ Indeed; those are the ones I'm going to look into first. $\endgroup$ – Chiffa Feb 11 '15 at 13:12
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    $\begingroup$ @AlexanderDidenko: You're welcome. :-) Feel free to suggest other relevant sources - I will be glad to update my answer. $\endgroup$ – Aleksandr Blekh Feb 12 '15 at 9:21
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    $\begingroup$ @AleksandrBlekh I commend you for the book recommendations $\endgroup$ – Seth Simba Jan 13 '18 at 19:10

I'm doing some similar research, and have found PluralSight, http://pluralsight.com, to be an invaluable resource. They have video courses on Machine Learning, AWS, Azure, Hadoop, Big Data, etc. Personally, I find that these video courses allow me to learn the material much faster and more easily than books.


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