I'm not sure how advanced your statistical background is yet, but the best purchase I ever made was <strong>An Introduction to Statistical Learning: with Applications in R</strong> by Hastie et. al.
It gives you a basic, intuitive background on various machine learning methods without getting into nitty gritty probability or statistical theory. And it has really helpful problem sets at the end of each chapter that shows you how to apply each of them in R, and which packages you'll need.
Seriously, that thing is like my bible. The authors have made a pdf available on the internet as well, but I'd highly suggest springing for a hard copy. It's pretty cheap as far as textbooks go.
Other than that, I've never been one to learn through online courses or books. I'd second /u/veeeerain and just do a bunch of projects using datasets from sources like Kaggle. Maybe start a blog to keep a portfolio of all the cool things you do. ;)
Hey! Business Analytics masters student over here. For suggestions learning R and Python, definitely just start coding anything you can. Getting comfortable with the basics (functions, looping, conditionals) will help immensely, then focus on some more interesting packages, how to keep things fast, etc...
I would definitely recommend code academy if you're just starting with Python.
I would also second Introduction to Statistical Learning. (And for some reason I can't seem to link to this site, so here's the URL for all the code for the problems in it: waxworksmath.com/Authors/G_M/James/james.html)
If you have the opportunity to learn SQL, definitely go for it! There are going to be opportunities to get into sports analytics and some will require database management. You want to put yourself in a position where you're as qualified as possible and can apply to as many things that might get your foot in the door.
And the number one thing I would recommend is to simply start doing your own projects. It doesn't need to be pretty. It can be in Excel. It can be for your cousins 6th grade basketball team. If you're getting your masters, having a few things you can point to might give you credence and will help you gain acceptance if you try and volunteer with the athletic department at whatever school.... (Which is actually the number one recommendation, the other one was a fake number one... Network network network network).
Hope that helps a tiny bit! And good luck!
Start by choosing a few topics of interest for you and investigating them further. Are there any interesting data visualizations you can create and share? Linkedin is a great place to share some of your findings and showcase your skills.
Outside of getting your hands dirty doing some of that work, it's all about networking. I'm not sure what sport(s) you're interested in, but it's all about who you know. Start to identify some of those people on Linkedin and try to connect with them and schedule some informal networking conversations, they'll have good advice on specific opportunities and key skillsets to develop.
A buddy of mine wrote a book about finding a career path in the sports industry and getting in the door for an internship or job.
The Numbers Game is a good read, if a little outdated. I've been on the lookout for good newer soccer analytics books but havent come across anything I really like. I do enjoy the Piotr Foot YouTube channel. They do good breakdowns of positioning and more tactical strategies if you're into that.
Also I really enjoyed <em>Who's #1</em>
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