Create covariance matrix : I want to generate 50 covariance matrix for this data set, by letting the date jump on 24 days . I will let the xls file follow with

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Hannes Arnar 2020-1-30

close all; clear all; clc;

data1 = xlsread('dataCompanyprices','Sheet1','W4:AP1203');

data = data1(:,:);

counter = 0;

for i=1:50:length(data1)

counter = counter + 1;

dd(counter,:) = data(i,:);

S = std(dd)*sqrt(252); %Standard deviation for assets

C = cov(dd)*252;

end

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