MATLAB Answers

How to create for-loop for this case ?

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Hannes Arnar
Hannes Arnar on 28 Jan 2020
Commented: Hannes Arnar on 29 Jan 2020
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


Geoff Hayes
Geoff Hayes on 28 Jan 2020
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?

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Answers (1)

Paresh yeole
Paresh yeole on 28 Jan 2020
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;


Hannes Arnar
Hannes Arnar on 28 Jan 2020
wont work
Says :
Array indices must be positive integers or logical values.
Paresh yeole
Paresh yeole on 28 Jan 2020
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
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
Hannes Arnar
Hannes Arnar on 29 Jan 2020
Ok, I just want to take out of the data set 25 lines in each iteration, I put that in a new array.

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