Here is a list of useful resources with which to get started.

1. Introduction to R for Quantitative Finance.  The codes given in the book are given here. or alternatively here. This is a hand's on book with hardly any theory. But it is good to get going without getting bogged down with theory.

2. Eric Zivot's page on his course on Computational Finance is very useful. Will give you lots of ideas, information and R programs

3. For the theoretical background one may look at Statistics and Data Analysis for Financial Engineering, available here,  Related codes and datasets are available here.


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