How to create for-loop for this case ?

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Hannes Arnar 2020-1-28

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https://ww2.mathworks.cn/matlabcentral/answers/502420-how-to-create-for-loop-for-this-case

评论： Hannes Arnar 2020-1-29

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

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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

dataCompanyprices.xlsx

Yes, you can see the xlx file here.

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Answer 1

Paresh yeole 2020-1-28

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https://ww2.mathworks.cn/matlabcentral/answers/502420-how-to-create-for-loop-for-this-case#answer_412480

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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

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Paresh yeole 2020-1-28

在 MATLAB Online 中打开

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