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You can download the time series of e.g. S&P500 prices from NYSE, then their dates should well represent approximately the real NYSE trading days.


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Though I have not used them in regards to Master's Degree studies for myself. www.quantnet.com seems to have a pretty good site for such information. They also have a forum that is pretty active where you can ask questions you may have about quantitative studies as well as school rankings.


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I study in this program, and I did research last year on it: The ETH program is the best, and has no study fees. Other programs are also good, but the degree is then either not from a top university, or it costs tons of money. Comparable programs are MSc. Mathematical Finance at Oxford, or at Stanford. As I study there, I can confirm that we do nothing much ...



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