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Data engineering is definitely more in line with my background and experience, though data science is fascinating to me and something I'd like to learn both for my own edification and to provide better support to colleagues in any future data-oriented roles.

Thanks for the blog recommendation, I'll take a look. I did just pick up Data Science from Scratch to get me started and I'll go from there.

Thank you very much for the thoughtful feedback and recommendations!

Sorry for the misunderstanding --

>Factset, Bloomberg, Dimensional, AQR

Are not so much resources for dealing with data as employers of data wranglers. I mean Factset and Bloomberg are data providers, but...again, I was suggesting you look for employment with them, not have them teach you.

As for learning:

• Sounds like you're still in school. Take as many stats and econometrics (especially "time series" anything) classes as you can, if you want to do data stuff in finance. Or...data stuff at all, really.
  
  
• Python for Data Analysis is a guide to using a particular programming language (Python) to analyze data. The author developed the main library he showcases (pandas) while he was working for AQR, one of the biggest quant hedge fund managers, and open-sourced it when he left. Some of the examples in the book have to do with finance because of this.
  
  
• You might like Quantopian especially if you like Python.