Calculating ∆t from data set and plotting
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If I have financial data with prices as the first column and I create an array of integers from 1 to the length of data to use as a time axis am I correct in calculating deltaT
Thetotalnumberdays=10 %size of the first column
arraynumbers=1:Thetotalnumberdays %use as time axis
deltat=diff(arraynumbers) %possible deltat?
Which gives me a new array of singles. How would I then proceed to calculate specific values of ∆t such as ∆t=1 and is it possible to relate this to prices in that. I wish to plot d1(t) in that.
d∆t(t)=x(t+∆t)+x(t)
for x prices
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Anudeep Kumar
am 23 Apr. 2025 um 8:40
Hey Jacob,
If I am understanding the question correctly, assuming you have a variable ‘prices’ and you want to calculate the change in it at ever ∆t and plot it.
Assuming column vector ‘prices’ and Time vector ‘time’ and using your formula
d∆t(t)=x(t+∆t)+x(t)
prices = rand(10,1)*100; % Example data
N = length(prices);
time = (1:N)';
DeltaT = 1;
dDeltaT = prices(1+DeltaT:end) + prices(1:end-DeltaT); %your formula
plot(time(1+DeltaT:end), dDeltaT, 'o-');
xlabel('Time');
ylabel(['d_{\Delta t}(t), \Delta t = ' num2str(DeltaT)]);
title('Price Difference');
Feel free to update the variables as per your data.
Hope this helps!
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