Multiply and group values dependent on condition

The final step of my analysis is to multiply the returns and the expected returns for each earnings date.
The output should be something like this:
Ticker: EarningsDate: Returns: Expected Returns:
APPL 31-Jan-2017 (-0.0026*-0.0023*-0.0610) (-0.0064*-0.0016*0.0032)
APPL 02-May-2017 etc etc.
Can anybody give me some hint how to achieve this?

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Answers (1)

If t is your table, did you try
out = t.Return .* t.ExpectedReturn % Multiply columns together
and then using groupsummary, splitapply, or grpstats on out.
If you have any more questions, then attach your data and code to read it in with the paperclip icon after you read this:

3 Comments

Thanks for your answer.
I'm trying to multiply the returns in this way:
E.g. for Earnings Date 31-January-2017:
Return(30-Jan-2017)*Return(31-Jan-2017)*Return(01-Feb-2017) [the same for the expected return column]
then multiply the next three returns for the next earnings date and so on.
I do not have a code so far, because I'm stil figuring out how I can achieve this.
OK, fine, but I can't run an image. I need code and data. It looks like you overlooked part of my response, so again:
If you have any more questions, then attach your data and code to read it in with the paperclip icon after you read this:
If you have any more questions, then attach your data and code to read it in with the paperclip icon after you read this:
If you have any more questions, then attach your data and code to read it in with the paperclip icon after you read this:
Sorry, heading out for the day but this works
T = readtable("data_question.txt")
out = T.Return .* T.ExpectedReturn % Multiply columns together
then just use the other functions I told you.

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on 2 Nov 2022

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on 11 Nov 2022

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