How to create for-loop for this case ?

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]

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?

[Hannes Arnar]

Yes, you can see the xlx file here.

Answer 1

[Paresh yeole]

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;
end

[Hannes Arnar]

wont work

Says :

Array indices must be positive integers or logical values.

[Paresh yeole]

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
    %rep
     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
end
end

[Hannes Arnar]

Ok, I just want to take out of the data set 25 lines in each iteration, I put that in a new array.