Extract first trading days of the month
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi! So I need to extract the trading data of the first day of the month but I don't know how to do it because some months start at day 4 and compare one day with the following one (when decreasing 31st to 1st) we reach a new month
what I had was
days_3 = data(((days>=1) & (days>28)),4)
I know it's not correct cause its just giving trading rates of days 29 30 31 of some months
0 Kommentare
Antworten (1)
Stephen Jue
am 21 Jun. 2017
What you can do instead is:
days_3 = data((days-[100; days(1:end-1)])<0,4)
This checks the difference between each successive value. When the value decreases, it signifies the start of a new month.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Transaction Cost Analysis finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!