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__ret
2008 Oct 07
1
FW: Reading Data
...),length(q_sd))
for(i in 1:length(q_sd))
{
for(j in 1:length(q_ins))
{
matrix_ret[j,i]=returns(q_ins[j],q_sd[i],q_ed[i])
}
}
#Removing NA from the matrix
matrix_ret1=sapply(X=matrix_ret, FUN=function(x)
ifelse(is.na(x),0.00,x))
matrix_ret=matrix(matrix_ret1,length(q_ins),length(q_sd))
wt_ret=matrix(0,length(q_sd),1)
for(i in 1:length(q_sd))
{
for(j in 1:length(q_ins))
{
wt_ret[i]=wt_ret[i]+(wt[j]*matrix_ret[j,i])
}
}
result=cbind(q_ed,wt_ret)
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
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