Pivoting a Table and Computing the Weighted Mean
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I have the following table imported into MATLAB:
>> stocks=readtable(test_set,'Format','%{yyyymmdd}D %s %f %f %s')
stocks =
Date Ticker Price Volume Industry ________ ______ _____ ______ _________
20160404 'BANK' 75.56 445 'Finance' 20160404 'BOND' 52.81 590 'Finance' 20160404 'GAS' 37.35 389 'Energy' 20160405 'BOND' 60.67 534 'Finance' 20160405 'GAS' 42.32 510 'Energy' 20160405 'OIL' 48.69 577 'Energy' 20160406 'BANK' 80.4 441 'Finance' 20160406 'BANK' 81.06 573 'Finance' 20160406 'OIL' 55.59 639 'Energy' 20160408 'BOND' 61.74 499 'Finance' 20160408 'GAS' 43.26 527 'Energy' 20160408 'OIL' 56.53 473 'Energy' 20160409 'BANK' 79.48 508 'Finance' 20160409 'GAS' 38.39 487 'Energy' 20160409 'OIL' 54.28 553 'Energy' 20160410 'BOND' 59.18 431 'Finance' 20160410 'GAS' 38.59 612 'Energy' 20160410 'OIL' 61.4 516 'Energy' 20160411 'BANK' 84.48 577 'Finance' 20160411 'BOND' 67.3 399 'Finance' 20160411 'OIL' 51.34 400 'Energy' 20160412 'BANK' 77.42 590 'Finance' 20160412 'BOND' 55.83 442 'Finance' 20160412 'GAS' 37.43 436 'Energy'
I want to "pivot" the table to have the dates on the rows and the industry as the column headers. The resulting table should be 9 x 3 (including the header row):
Date Energy Finance 20160404 20160405 20160406 20160408 20160409 20160410 20160411 20160412
With the values being the average price weighted by volume. I attempted to the use the "splitapply" and "findgroups" functionality with limited success. Any assistance would be greatly appreciated.
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