Intro to Machine Learning I do not know if this is the right place to ask such a generic question, if not please let me know and I will remove it asap.

Well, I am a Software Engineering student (BEng hons) and this September my 3rd year starts and therefore I have to start my final year project. I want to do something in Machine Learning and more specifically in Prediction Algorithms. 
I would like to do predictions for stock prices etc.

I have been reading a book provided by my university online the last days, but it doesnt make that much sense as there are a lot of algorithms and different approaches.

What algorithms would work for the project I want to do????
Do you know any specific books or online courses that you would recommend?

Any guidance would be really much appreciated! 
Thank you!
Andrew Ng's course on Machine Learning on Coursera is terrific. I'm doing it right now, and he has wonderfully gauged student understanding. He helps you along and doesn't skip lots of steps. It apparently is not his goal to convince you of how smart he is - he's more concerned with explaining everything clearly. Highly recommended!