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I am working with a data set that is set up as follows:
There are several thousand ticker symbols whose daily returns are binned in 18 sections throughout the day. There are between 25 - 30 days of data for each ticker.
I want to find the mean return for each symbol and create a data set that that will have one row for each ticker, and the mean return for each of the 18 bins.
I wrote a function to do this, but it is much too slow. Are there any native functions that will interpret "sections" based on data in a column (in my case, the 'SYMBOL' column), perform calculations across each section and then create a new spreadsheet with this data?
I appreciate any help, I have looked all over the internet and not found a solution to this problem.
There are several thousand ticker symbols whose daily returns are binned in 18 sections throughout the day. There are between 25 - 30 days of data for each ticker.
I want to find the mean return for each symbol and create a data set that that will have one row for each ticker, and the mean return for each of the 18 bins.
I wrote a function to do this, but it is much too slow. Are there any native functions that will interpret "sections" based on data in a column (in my case, the 'SYMBOL' column), perform calculations across each section and then create a new spreadsheet with this data?
I appreciate any help, I have looked all over the internet and not found a solution to this problem.