How can I rearrange CRSP Data into matrix since both stocks and dates are ranged into columns.
How can I place dates in a single row and only Stocks tickers in a column ?
Best Answer
I would elect to do this using a table. However, column headers in a table are variable names, and MATLAB variables cannot be numbers. That means a little modification will be needed. You can set the codes as the rownames and the modified dates as the variableNames (column headers).
This is a bit of a hack, and can likely be improved. Still, this should get you started
file = 'US_500_Book_SRT.xlsx';
opts = detectImportOptions(file);
% Your dates are in a numeric 'yyyymmdd' format that can't be recognized by readtable.
% I import them as numbers here and convert them later.
opts = setvartype(opts,1,'categorical');
% load data
data = readtable(file,opts);
% convert dates from numeric 'yyyymmdd' to datetime 'yyyyMM'
Best Answer