MATLAB: 90 days correlation for loop

Financial Toolboxfor loop

Hello
I am working on a number of price series (daily returns) and need to calculate the 90 day standard deviations and correlation with another price series. I have written this code with a for loop to calculate the standard deviation
window = 90;
T = size(Aseries,1);
condstdAseries = zeros(T-window+1,1);
for t = 1:1:T-window+1;
    condstdAseries(t,1) = std(Aseries(t:t+window-1,1));
end
datecondste = ddatenumbers(window:end);
But have not managed to work out a similar solution, guess it should be a matter only to add another line of code to solve it but no success so far.
Any suggestion?

Best Answer

Use function movstd if you have MATLAB R2016a or later.
rst = movstd(Aseries(:,1),[0 window]);
condstdAseries = rst(1:end - window + 1);
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