Thanks for the advice, 'econx' it is.

I just had someone identify me based on the info posted on this thread.

I definitely need to be more careful with regards to the information I provide while posting on an internet forum.

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Econometrics AKA Time Series Analysis is going to be most applicable to markets. TSA is the study of stuff like a specific equities price over x amount of time and the building of prediction models. So, if you're a stats student you should be familiar of linear regression analysis....this is that for time dependent data. I would assume it will be a basics course that deals with ARMA type models and so on.

Data Mining could cover a billion different things. That could be anything from learning to use statistical packages like SAS or R, to recording tedious data points into excel. So I am going to work under the assumption that it is strictly the tedious work of gathering, and TSA is the application.

So all that being said, Econometrics is going to be the best fit. Regression/TimeSeries Analysis is extremely useful and its probably the only thing I can say I will take away from my stats degree.

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