Hi, my question, is it possible to fetch using the bloomberg data base all the underlying stocks from an index choosing just the index ticket? maybe writing a code to get all members from and index at once.
Thanks
Search found 27 matches
- Fri Jan 22, 2021 7:08 am
- Forum: Data Manipulation
- Topic: fetching data from bloomberg from an index
- Replies: 0
- Views: 11053
- Thu Aug 20, 2020 11:15 am
- Forum: Data Manipulation
- Topic: inverse matrix and NA value
- Replies: 4
- Views: 9057
Re: inverse matrix and NA value
Yes, it is working, thanks Gareth.
- Wed Aug 19, 2020 12:11 pm
- Forum: Data Manipulation
- Topic: inverse matrix and NA value
- Replies: 4
- Views: 9057
Re: inverse matrix and NA value
Hi Gareth, yes it worked but the thing is I am running a loop when sometimes the inverse of the matrix is a number (because the matrix to inverse is a number matrix) and sometimes the inverse of the matrix gives me an error (because the matrix to inverse is a na matrix). I was trying to use your cod...
- Wed Aug 19, 2020 11:15 am
- Forum: Data Manipulation
- Topic: inverse matrix and NA value
- Replies: 4
- Views: 9057
inverse matrix and NA value
Hi, I am trying to take the inverse of a matrix with one value which is an NA. I want the inverse of this matrix to be an NA as well but it gives me an error. Anyone knows how to do this?
NA found in matrix in ""
Thanks
NA found in matrix in ""
Thanks
- Wed Jul 15, 2020 1:43 pm
- Forum: Data Manipulation
- Topic: sample every 30th observation from a series
- Replies: 4
- Views: 9159
Re: sample every 30th observation from a series
Thank you Gareth, it works perfectly.
Regards
Regards
- Wed Jul 15, 2020 12:59 pm
- Forum: Data Manipulation
- Topic: sample every 30th observation from a series
- Replies: 4
- Views: 9159
Re: sample every 30th observation from a series
my data is daily and have observations since 1989.
It doesnt matter if a month have 31 or 28 or 29, just need to substract 30 observations so yes 5/16/2020.
Thanks
It doesnt matter if a month have 31 or 28 or 29, just need to substract 30 observations so yes 5/16/2020.
Thanks
- Wed Jul 15, 2020 12:39 pm
- Forum: Data Manipulation
- Topic: sample every 30th observation from a series
- Replies: 4
- Views: 9159
sample every 30th observation from a series
Hi, I need to sample every 30th observation from a series starting from the last observation, this is if my last observation is on the 7/15/2020, then the 30th observation before that would be the 6/15/2020, and then 5/15/2020. I was trying to use dateadd but didnt work. I hope someone knows the ans...
- Wed Jul 15, 2020 11:05 am
- Forum: Data Manipulation
- Topic: last day of a month
- Replies: 5
- Views: 10230
Re: last day of a month
I made some changes to part of your code to make it work, here it is in case anybody needs it. series return1 = @recode(@month<>@month(1), stockprice, na) series return2= @recode(return1=na, return2(-1), return1) series return3=(return2-return2(-1))/return2(-1) series return4 = @recode(@month<>@mont...
- Wed Jul 15, 2020 7:51 am
- Forum: Data Manipulation
- Topic: last day of a month
- Replies: 5
- Views: 10230
Re: last day of a month
Yes, thank you, it works.
Regards
Regards
- Tue Jul 14, 2020 12:53 pm
- Forum: Data Manipulation
- Topic: last day of a month
- Replies: 5
- Views: 10230
Re: last day of a month
Thanks, you know it all. I have another question, how do you get the returns for a month, taking into account that some months have 31 days, others 30 and some 28 or 29?
Thanks
Thanks
- Tue Jul 14, 2020 12:27 pm
- Forum: Data Manipulation
- Topic: last day of a month
- Replies: 5
- Views: 10230
last day of a month
Hi, I am trying to sample the last day of each month in a daily series. is there a way to do it?
Thanks
Thanks
- Tue Jul 14, 2020 8:20 am
- Forum: Data Manipulation
- Topic: export observation into a matrix
- Replies: 2
- Views: 7448
Re: export observation into a matrix
Perfect, thank you.
Regards
Regards
- Tue Jul 14, 2020 7:32 am
- Forum: Data Manipulation
- Topic: export observation into a matrix
- Replies: 2
- Views: 7448
export observation into a matrix
Hi, I am trying to take an observation from a series, for example, observation corresponding to the date 06/03/2018, and save it in a matrix. Anyone knows how to do it?
Thanks
Thanks
- Thu Jun 25, 2020 8:24 am
- Forum: Data Manipulation
- Topic: save matrix into an existing file
- Replies: 1
- Views: 7034
save matrix into an existing file
Hi, my question, is it possible to save a matrix into an existing excel file?, this would mean to update the file. I have a bunch of matrices that I want to save into the same excel file and the only code that I know is ".write(t=xls,b4)". I would like to save the matrices in different cel...
- Thu Jun 18, 2020 2:44 pm
- Forum: Data Manipulation
- Topic: how to save a regression coefficient
- Replies: 3
- Views: 10417
Re: how to save a regression coefficient
I fixed it, I needed to add this code: table(1,1) table name, before the tablename(1,1)=modela.@coef(2).
Thank you very much
Thank you very much
