How to a create for loop for this ?

data2 = data1(1:25,:);

Cc = cov(data2);

data3 = data1(26:51,:);

Cc1 = cov(data3);

data4 = data1(52:77,:);

Cc2 = cov(data4);

[Guillaume]

Shouldn't the indices be 26:50 and 51:75 to be consistent with the 25 rows of the 1st calculation? How many rows does your data1 matrix has?

While it's easy to write a loop, you can even do this without a loop in just one line, as long as the step is consistent and the height of the matrix is a multiple of the step.

Answer 1

[Hannes Arnar]

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

w = [1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20 1/20];

Avar = (w*C*w')*252; %annual varinance

minR = (e*inv(C)*r') / (e*inv(C)*e') %expected return of min-var portfolio

AminR = (e*inv(C)) / (e*inv(C)*e') %Asset allocation for min-var portfolio

varminR = 1 / (e*inv(C)*e') %Varinace of min-var portfolio

stdminR = 1 / (sqrt(e*inv(C)*e')) %standard deviation of min-var portfolii

rc = r'*w %the demand that the portfolio delivers the returns

[A, B, w, ER, sigP] = AssetAllWithTarget(e,r,C,minR:0.001:1); %Function for frontier

figure %Plots the frontier and the assets as a risk-return profile

plot(sigP,ER,'-')

title('Frontier for Icelandic stock market from year 2015 - 2020')

xlabel('Risk [std]')

ylabel('Expected return [EX]')

hold on

plot(stdminR,minR,'*')

legend({'Efficent Frontier','Min-var Portfolio'},'Location','northwest')

data2 = data1(1:25,:); %% vill búa til for-lykkju fyrir þetta

Cc = cov(data2);

data3 = data1(26:51,:);

Cc1 = cov(data3);

data4 = data1(52:77,:);

Cc2 = cov(data4);

Answer 2

[Hannes Arnar]

the size of it is 1247 x 20

Answer 3

[Paresh yeole]

There is inconsistency. The first covariance value is for 25 numbers and the other two are for 26 numbers. If you are looking for 25 no. sets then following loop would do.

for i =1:3

Cc(i) = cov(data(1+(i-1)*25 : 25*i,: ));

end

[Hannes Arnar]

wont work.