Split in two periods

[Markowitz]

Hi everyone, I need help to split in two periods a data set of price of equities. So from A1 to An i have the price for each equity (A1 first company, A2 second company etc), from 1 to n, I have the periods. How can I split this sample in two periods?

Thanks & Regards

[Matthias]

What do you mean with "from A1 to An" and "from 1 to n"? Rows and columns?
Can you describe it better, or share a (snippet) of your dataset for a better understanding?
See: FAQ: How to do a minimal reproducible example ( reprex ) for beginners

[Markowitz]

elements = read.csv("equity.csv",header=FALSE, sep=";")
elements = diff(as.matrix(log(elements)),1)

mu = apply(elements, 2, mean)

sigma = cov(elements)
sigma_inv = solve(sigma)

gamma = 3

w = (1/gamma)sigma_inv%%mu

daily_returns = elements%*%w
compound = c()
compound = c(compound, daily_returns[1])

for (i in 2:nrow(daily_returns)) {
compound = c(compound, compound[i-1] + daily_returns[i])
}
plot(compound, type = "l",main="Let’s give it a try",xlab="# Days",ylab="# Coumpounded performance")

[andresrcs]

This is not reproducible since we don't have access to your local files, could you please turn this into a minimal REPRoducible EXample (reprex)? A reprex makes it much easier for others to understand your issue and figure out how to help.

If you've never heard of a reprex before, you might want to start by reading this FAQ:

FAQ: How to do a minimal reproducible example ( reprex ) for beginners

A minimal reproducible example consists of the following items: A minimal dataset, necessary to reproduce the issue The minimal runnable code necessary to reproduce the issue, which can be run on the given dataset, and including the necessary information on the used packages. Let's quickly go over each one of these with examples: Minimal Dataset (Sample Data) You need to provide a data frame that is small enough to be (reasonably) pasted on a post, but big enough to reproduce your issue. Let's say, as an example, that you are working with the iris data frame head(iris) #> Sepal.Length Sepal.Width Petal.Length Petal.Width Species #> 1 5.1 3.5 1.4 0.…

[Markowitz]

I am trying to update the csv file, but I can't.
So basically I have a table in which each column is a company and each line is the return, the table has 1950 lines and 452 column and this is the sample. I have to split in two periods this sample. How can I do it?

Thanks

[andresrcs]

@Markowitz

I am trying to update the csv file, but I can't.

There is no need to upload the file, if you want to increase your chances of getting help, read the link I gave you to learn how to include sample data on a copy/paste friendly format.

[Matthias]

With data you might receive a complete solution, however even without the data we might give you a hint.
But for this we still need more information:

• Do you want to split the columns or the rows?
• Do you want to split at an known, defined position or just in 2 halves?
• Do you want to keep both parts?
• Do you want to keep the order as it is now or use a random selection, e.g. as training data set for a model?