Learn the basics and go and work for a hedge fund or a bank. There's a huge amount of knowledge which just isn't written about and the easiest way to learn abou

Learn the basics and go and work for a hedge fund or a bank. There's a huge amount of knowledge which just isn't written about and the easiest way to learn about it is to work with people who know about it. Plus you'll get much better datasets to work with then you'll be able to get on your own. Check out the forums on wilmott.com for suggestions on books and the like as that's where a lot of quants hang-out.