Mapping Out and Multiplying Elements in Vectors

I have three matrices:

Price:
   [ 24 29 55;
     30 40 56;
     19 33 62 ]

Volume:
   [100 350 222;
    290 300 234;
    80  219 180 ]

Grades:
   [1 2 3;
    1 2 3;
    2 3 2 ]

A Column Vector with Stock Symbols:

     [ ABX CDF TTQ ]

A Row Vector with Dates:

[040116;
 040116;
 040216]

I need to calculate the average trading prices of certain securities grouped by their respective grade (which may vary over time). The output I am attempting to create is similar to:

            [  1     2     3   ]
   [040116; [28.46 34.08 55.51;
    040216]   0.00 48.77 33.00]

I am a Python/SAS developer recently assigned to a MATLAB project so I am new to the language. Any assistance would be greatly appreciated.

Answer 1

[Nikhil Vyas]

In your expected output matrix, where is the row [0.00 48.77 33.00] coming from?

Other than that, you can find the average using the mean function.

For the price matrix, you can find the mean directly as following:

pr_mean = mean(Price);

This would return you a Row with the means of the three columns, which is the default behavior.

In case you wanted to find the mean of the Rows, you could do this:

pr_mean_c = mean(Price');

Now, to use the Obtained rows in the output matrix specified by you, you can use the matrix concatenation operations.

To extract certain rows and columns from a matrix, go through the following link:

http://www.mathworks.com/help/matlab/math/matrix-indexing.html

Once you have the rows / columns you require, it's just a matter of concatenating them. For this, I strongly suggest you go through the following documentation link:

http://www.mathworks.com/help/matlab/math/creating-and-concatenating-matrices.html

Just remember: ',' to concatenate horizontally and ';' to concatenate vertically. :)

[Robert Garrison]

Thanks for your assistance. I am looking for the weighted average price of a security pertaining to its grade. I know in SAS its a transpose procedure and in Python its a pivot/cross-tabulation procedure. The second row of:

            [  1     2     3   ]
   [040116; [28.46 34.08 55.51;
    040216]   0.00 48.77 33.00]

is the weighted average price of the securities based upon their grade inferred by the grade ranking. On 04-02-16, there were $0 of grade 1 securities traded, $48.77 of grade 2 securities traded and $33 of grade three securities traded. Again you assistance would be greatly appreciated.