Need book suggestion

[snowwoman]

Hello,

I am looking for a good book and online resources to learn to build quantitative, statistical, and optimization models, measure and validate their effectiveness. Kindly advise. Thanks!

 

[yetanotherquant]

Like every author, I recommend my own book, Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
The main argument to read this is probably my track record, i.a. I beat the (German) market with my portfolio.

However, no book will make you an expert. In particular, you can learn from my book how to get data from yahoo.finance, how to analyze them in R and how to make a backtest.
You will also learn the mathematics of money management.
But then you should practice-practice-practice yourself.