cumprod row and column

2 views (last 30 days)
Mate 2u
Mate 2u on 6 Jun 2012
Hi there, I have a matrix of size 1000x 40. The 1000 represent weeks and 40 represent the number of assets. For each entry is a percentage of money made or lost.
I want to do the cum prod horizontally (all assets for one week), then cumprod going doing. So I have a full return for all assets.
Any help would be appreciated.

Accepted Answer

Walter Roberson
Walter Roberson on 6 Jun 2012
cumprod(cumprod(YourMatrix,2))

More Answers (0)

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!