How to create for-loop for this case ?
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How would you create a for-loop for this case, I want to make the S and C and R jump on 25 days
close all; clear all; clc;
data1 = xlsread('dataCompanyprices','Sheet1','W4:AP1250');
S = std(data1)*sqrt(252); %Standard deviation for assets
C = cov(data1)*252; %Annual Covariance
r = mean(data1)*252; %Annual asset return
e = ones(1,20); %Unit vector
2 个评论
Geoff Hayes
2020-1-28
Hannes - what do you mean by jump on 25 days? Where would the 0, 25, 50, 75, etc. fit into the above code? In the data1 array?
Hannes Arnar
2020-1-28
回答（1 个）
Paresh yeole
2020-1-28
Referring from your previous question,
I think this is what you need :
for i=1:(no_of_datapoints/25)
S(i) = std(data1(1+(i-1)*25:i*25))*sqrt(252); %Standard deviation for assets
C(i) = cov(data1(1+(i-1)*25:i*25))*252; %Annual Covariance
r(i) = mean(data1(1+(i-1)*25:i*25))*252;
end
3 个评论
Hannes Arnar
2020-1-28
Paresh yeole
2020-1-28
My solution is for a 1-D array of data points. If you have multiple columns, then you need an extra for loop. If I understand correctly,
for j=1:no_of_columns
%rep
data = data1(:,j);
for i=1:(no_of_datapoints/25)
S(i,j) = std(data(1+(i-1)*25:i*25))*sqrt(252); %Standard deviation for assets
C(i,j) = cov(data(1+(i-1)*25:i*25))*252; %Annual Covariance
r(i,j) = mean(data(1+(i-1)*25:i*25))*252;
% here you will get a matrix of all the three values which correspond to set of 25 points
% for every column
end
end
Hannes Arnar
2020-1-29
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