This is an introductory essay on the contributions of Clive Granger and Robert Engle to econometrics and the work that led to their sharing the 2003 prize. It primarily addresses the GARCH model and the co-integration paradigm (together with its relation to "causality").
The text of the speech given by Clive Granger on the occasion of the Nobel Prize Awards 2004. It contains both a succinct description of the work for which he received his prize and interesting autobiographical information.
This primer starts off gently enough, but it eventually digs into material that is more advanced than our course can cover. Still, it is worth a peek.
This survey paper is a generally useful resource. In particular it gives a survey of some well-know hedge fund strategies, as well as a survey of classic (and not-so-classic) market "anomalies." It can be read in conjunction with the material on stylized facts.
This is not a water-tight exposition, but it is still useful if taken casually and used mainly for what it tells one about he structure and concerns of the hedge fund industry.
This is a legitimate (if squishy) commercial pitch on co-integration, stat-arb, and index "enhancement." I could give a zillion links to illegitimate sites, but (a) I don't want to boost their google rank and (b) I don't want to get sued for what I might say about them.