So you have about 350 trading days (350 x 72 = 25,200).
Why don't you post a mini example (perhaps 2 days x 4 intervals per day)
and show both the input data and expected results?
On Sat, 10 Jul 2004 11:28:26 -0700, Marky <marky@NEOSTRADA.PL> wrote:
>I have a problem with following matter:
>I have about 25000 observations which are 5-minute returns of certain
>equity (equivalent to 1.5 year). I need to create a formula that
>computes a sum of cross multiplications every 72 (here 72 equals 1
>day)observations. Formula is as follows: (sum from i=1 to 71)(sum from
>j=i+1 to 72) r(i)*r(j)
>where r(i) is return in time i
>PLEASE help me with that. I only made a formula that computes sum of
>multiplication over all observations, but it is useless for me ;(
>THANKS for help