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:

>Hi Fellows, > >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