Out of curiosity, I trained a linear regression model using 60% of the past 5 year prices to predict NVDA prices and I got " Adj Close = 0.37 + (1.0 * Adj Close.L1)" for my regression ( Adj Close.L1 is one day lag ), and I did the same thing for the Nasdaq Index and got ' Adj Close = 31.77...
As kat says, it it not rocket science but you need to know the underlying maths, not just staring at formulae but working on concrete problems by hand ( a mano ) until you are blue in the face and then automate the process. Time Series is applied numerical analysis, on which it builds and don't ski...
Do i need to know all the algebra and theoretical derivations in econometrics time series (for instance, how to calculate the ACF of an AR model by hand) to be qualified to work in Quant? Or can i just know the conclusions? Thanks