How to create for-loop for this case ?

조회 수: 1 (최근 30일)
Hannes Arnar
Hannes Arnar 2020년 1월 28일
댓글: Hannes Arnar 2020년 1월 29일
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
  댓글 수: 2
Geoff Hayes
Geoff Hayes 2020년 1월 28일
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
Hannes Arnar 2020년 1월 28일
Yes, you can see the xlx file here.

댓글을 달려면 로그인하십시오.

답변 (1개)

Paresh yeole
Paresh yeole 2020년 1월 28일
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
  댓글 수: 3
Paresh yeole
Paresh yeole 2020년 1월 28일
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
Hannes Arnar 2020년 1월 29일
Ok, I just want to take out of the data set 25 lines in each iteration, I put that in a new array.

댓글을 달려면 로그인하십시오.

카테고리

Help CenterFile Exchange에서 Smoothing and Denoising에 대해 자세히 알아보기

제품

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by