cgroll / ModernPortfolioTheory

This is the common repository for the LMU course "Modern Portfolio Theory with Matlab"
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test performance of table datastructure #3

Closed cgroll closed 10 years ago

cgroll commented 10 years ago

using matlab tables, many functionalities will have to split off the core numeric data first, since only return data should be modified. Afterwards, all individual components need to be put together again. How much time is lost through this operation?

Treat dates as rownames?

advantages of tables:

cgroll commented 10 years ago

table description:

Parentheses allow you to select a subset of the data in a table and preserve the table container. Curly braces and dot indexing allow you to extract data from a table. T.Properties.RowNames = LastName; Add metadata (units: percentage returns) Add Variables by Concatenating Tables Change a Variable Name:

T.Properties.VariableNames{'Gender'} = 'Sex';