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


From   schmani@gmx.de
To   statalist@hsphsun2.harvard.edu
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
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