MMA References
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For more information on statistical procedures, see:

ViSta - The Visual Statistics System (includes a free statistics and visualization package) and
StatSoft Inc. -- Free Statistics Textbook

[AbrahamLedolter1983] Abraham, Bovas, Ledolter, Johannes (1983), Statistical Methods for Forecasting, John Wiley and Sons, New York, ISBN 0-471-86764-0.

[Balsara1992] Balsara, Nauzer J. (1992), Money Management Strategies for Futures Traders, John Wiley and Sons, New York, ISBN 0-471-52215-5

[Chatfield1989] Chatfield, C. (1989), The Analysis of Time Series, Chapman and Hall, London, UK, ISBN 0-412-31820-2.

[EltonGruber1984] Elton, Edwin J., Gruber, Martin J. (1984), Modern Portfolio Theory and Investment Analysis, 2nd Edition, John Wiley and Sons, New York, ISBN 0-471-87482-5

[Kaufman1998] Kaufman, Perry J. (1998), Trading Systems and Methods, 3rd Edition, John Wiley and Sons, New York, ISBN 0-471-14879-2

[LeBeauLucas1992] LeBeau, Charles and Lucas, David (1992), Technical Traders Guide to Computer Analysis of the Futures Market, Irwin Professional Publishing, Burr Ridge, Illinois, ISBN 1-55623-468-6

[Murphy1991] Murphy, John J. (1991), Intermarket Technical Analysis, John Wiley and Sons, New York, ISBN 0-471-52433-6

[Pardo1992] Pardo, Robert (1992), Design, Testing, and Optimization of Trading Systems, John Wiley and Sons, Inc., New York, ISBN 0-471-55446-4

[RaymentJöreskog1996] Rayment, Richard, Jöreskog, K., G. (1996), Applied Factor Analysis in the Natural Sciences, Cambridge University Press, New York, ISBN 0-521-57556-7

[Williams1968] Williams, Frederick (1968), Reasoning With Statistics, Holt, Rinehart and Winston, New York.