MATLAB: Matlab – how to convert date format in example provided

dateconversiondatestrfinance

In my code below I am unable to convert the date format in column 1 from dd/MM/yyyy to MM-dd-yyyy. How do I configure it correctly to stop seeing this error??

>> T = readtable("IGEv3.xlsx");
>> tday=T{2:end, 1};
>> tday=datestr(datenum(tday, 'dd-MM-yyyy'), 'MM-dd-yyyy')
Error using datetime/datenum
Too many input arguments.

Best Answer

You just need to change the format property of the datetime object

T = readtable("IGEv3.xlsx");
tday = T{2:end, 1};
tday.Format = 'MMM-dd-yyyy';

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MATLAB: Calculating Sharpe ratio with examples provided

Hi,

Upon using the data and the first code you have provided I got the sharpeRatio to be 0.7873

Now coming to your 2nd snippet, I have modified the code to achieve the same result as the first one:

clear;
T = readtable("IGE.xlsx");
%If you dont want the warning,
%T = readtable("IGE.xlsx",'VariableNamingRule','preserve');
tday=T{1:end, 1}; %In the table you dont have the var names in the first row hence 1:end
tday.Format = 'yyyy-MMM-dd'; % Convert the format into yyymmdd
cls=T{:, end}; % Modified cls to be an array instead of table
[tday, sortIndex] = sort(tday, 'ascend'); % Sort tday into ascending Order
cls = cls(sortIndex); % Sort cls into ascending order of dates
dailyret=(cls(2:end)-cls(1:end-1))./cls(1:end-1); % Daily Returns
excessRet = dailyret - 0.04/252; % Excess daily returns assuming risk-free rate of 4% per annum and 252 trading days in a year
sharpeRatio = sqrt(252)*mean(excessRet)/std(excessRet) % The output is 0.7873

I am not sure why you are using cls as a table instead of an array, modified cls to an array.

Sortrows, sorts according to the data provided, as you have provided cls it sorted cls in ascending order, modified it to sort according to the dates.

Hope this helps!

MATLAB: How to reverse datenum

datevec or datestr

doc datevec
doc datestr
%For future reference: since you're using datenum, the conversions are probably related to it; if you look at the bottom of:
    doc datenum
it has the inverses.

Best Answer

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MATLAB: How to reverse datenum

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