I'm interested in finding out more regarding Statistical analysis. What are some godd sources of info to lear

Question

I would like to learn more specifically regarding the stock market.

Answer 1

Most books on the stock market are not based on proper statistical analysis. One of the best is A Random Walk Down Wall Street by Burton Malkiel. this can be found at most libraries.
http://books.google.com/books?id=-FQXwG0UoHcC&dq=Burton+Gordon+Malkiel&prev=http://www.google.com/search%3Fhl%3Den%26q%3Dburton%2Bmalkiel&sa=X&oi=print&ct=result&cd=1&cad=author-navigational
The best forum for discussing Stock market statistical analysis in the Diehards Forum, although they tend to concentrate on Vanguard funds.
http://www.diehards.org/

Answer 2

I think you need to narrow your terms a little and be more specific, e.g. all Technical Analysis could be termed Statistical.

Are you looking for algorithms, mathematical formulas, neuro net technology, computational, etc.?

Are you basing your statistics on price, fundamentals like earnings, or comparison?

Do a keyword search over the net at your local library. I came up with 81 pages of books.

Answer 3

A good book on non-parametric methods is:

Applied Non-Parametric Statistical Methods (Statistics Textbook by Peter Sprent.

http://www.amazon.com/Applied-Non-Parametric-Statistical-Statistics-Textbook/dp/0412449803/ref=sr_1_1/002-7727580-0212807?ie=UTF8&s=books&qid=1194141700&sr=8-1

It isn't about the stock market, but you need a good textbook first and non-parametric methods are better than parametric methods.