Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: Getting variable names in a matrix


From   [email protected]
To   [email protected]
Subject   Re: st: RE: Getting variable names in a matrix
Date   Fri, 10 Feb 2012 21:16:42 +0100

Nick, thanks for your reply!

I am trying to implement a momentum investment strategy. I.e. I need to rank stocks according to their cumulated performance over a previous period (this information is stored in my matrices) and then take the top X% in order to classify in which stocks I will invest in the subsequent period (hence I want the name of the asset in order to tell Stata which returns to cumulate for the investment).

My idea was to realize this through usage of matrices. However I do not know if there exists a better approach to solving this. Do you (or does anyone else) have some input for me?

Thanks in advance,

Daniel
-- 
Empfehlen Sie GMX DSL Ihren Freunden und Bekannten und wir
belohnen Sie mit bis zu 50,- Euro! https://freundschaftswerbung.gmx.de
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index