Best Way to Import Multple Return Series?
- From: "Sean B" <shady757@xxxxxxxxxxx>
- Date: Mon, 12 Sep 2005 17:00:18 -0400
Hi, this is pretty basic, but I am a brand new Matlab user. Say I
have a portfolio of 12 different assets, with 10 years of monthly
retrun data that I want to import from Excel... I am going to be
calcing things like avg, stdev, covar and looking at effecient
frontier (portopt) etc...
What is the best way to do this? I would think with the import
wizzard, but I am having problems. Should I import them in as a
single 12x120 matrix called returns? If so what about my date
column? and my column headings? Those are text?? Do I need the
date column?
Does the Excel file need to have special formatting? CSV etc...?
Should I be importing them with a new variable for each asset?
asset1 asset2 etc...? If i do that how do i then go about creating
the covariance matrix and running the optimization on all these
seperate matrices?
Should I be importing them all as seperate variables then
concatenating them into a big 12x120 matrix for doing things like the
portfolio optimization? again what about the date column in this
case? leave it out?
Thaks for any advice anyone has....
.
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