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Topic: Moving average
Replies: 1   Last Post: Aug 28, 2013 10:40 AM

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Filipa Ferreira

Posts: 1
Registered: 8/28/13
Moving average
Posted: Aug 28, 2013 10:00 AM
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I am a Matlab begginer. I have for several companies dates on quarterly earnings announcements (4 dates per year) and also its daily returns (since 1974 until now).

I need to select for each company a quarterly announcement date (eg: 25/10/2007) and from that date calculate a moving average of daily returns from 120 days before. Should I use the unique function to select each company data? They have unique identifying numbers.

I have in excel a collumn with the quarterly dates (6171 rows) and a collumn with the daily returns (375930 rows).

Thank you!

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Filipa Ferreira
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