What is the best MSc course, based in London, for proprietary futures traders?I have been advised against most quantitative finance courses, as they just teach option pricing methodologies.

<r>I've had a look around, and from the course descriptions the MSc in Mathematical Trading and Finance (<URL url="http://www.cass.city.ac.uk/masters/courses/mscmtf/index.html"><LINK_TEXT text="http://www.cass.city.ac.uk/masters/cour ... index.html">http://www.cass.city.ac.uk/masters/courses/mscmtf/...

<t>Yes, I have that. But it does not have an ordered probit function. I think the probit analysis is slightly different.I'm not very familiar with this strategy as it's new to me, and all I've read is from A Non Random Walk and a study on ASX stock exchange data.Can one of the spatial econometrics f...

<r>Hi,I'm trying to find a toolbox that will do an ordered probit analysis for me.So far the only solution I can find is <URL url="http://sourceforge.net/projects/moptb/But">http://sourceforge.net/projects/moptb/But</URL> it appears unstable and does not consistently solve this simple step function....

It is more a general method of looking at and interpreting price data, but he makes some interesting claims that should be possible to test.For example, he seems to believe that a price movement, accompanied by high volume, should generally lead to further price movement in the same direction.

<r>Hi,Are there any academic papers regarding the validity of Market Profile?(i.e. the stuff mentioned here: <AMAZON id="0470039094" url="http://www.amazon.com/Markets-Profile-Profiting-Auction-Process/dp/0470039094/ref=sr_1_2?ie=UTF8&s=books&qid=1281460780&sr=8-2%29The"><URL url="http:/...

Thanks Alan!

For a given product, I have an AR model based on daily returns, and another AR model based on weekly returns. And I might have one with monthly returns later.How can I combine these different models into a single model?

To James the Admin,In response to Alan's comment here please move the thread to the Trading forum.Kind Regards,Jon.

<r>Are there any academic studies regarding the validity of opening range breakout strategies, as recommended in Mark Fisher's The Logical Trader.<AMAZON id="0471215511" tld="uk" url="http://www.amazon.co.uk/Logical-Trader-Applying-Madness-Trading/dp/0471215511/ref=sr_1_1?ie=UTF8&s=books&qid...

<r>I am trying to calculate the coefficients of an AR model, when given the autocorrelations of the model.I am using the equation from 2.5 here:<URL url="http://www-stat.wharton.upenn.edu/~steele/Courses/956/ResourceDetails/YWSourceFiles/YW-Eshel.pdfUnfortunately"><LINK_TEXT text="http://www-stat.wh...

<t>Hi Hansi,I'm trying to modify your PACF function to generate the partial autocorrs where parameter is the ACF function. However, my results look a bit strange, as the value often gets very large before becoming zero.Does the code look correct to you? I assume that the zero lag is not included in ...

<r>Hi,I'm trying to learn about Fractional Difference Processes and have read the sections here:<URL url="http://books.google.co.uk/books?id=MNqp5aNoJo0C&pg=PA163&lpg=PA163&dq=fractional+difference+process&source=bl&ots=3Uv_XgO9ih&sig=66fS9rmU_Qfss4mq8GlPJmuqL8E&hl=en&...

<t>Thanks for the help Hansi,Your ACF looks the same as mine. I have a feeling there might be a typo in the book as a friend reproduced the acf the same way too. I'm not sure if there'll be any copyright infringements if I just photocopy the page in question here.I was trying to run your code, but i...