矩阵中元素的协方差-Matlab

Question

I'm struggling here as it's my first attempt with Matlab...

I have data that looks like this:

The first row has stockID number and the 60 rows in each column contain the stock's returns.

I am trying to calculate the variance for each stock as well as a covariance matrix in Matlab. I am stuck because I do not know how to identify each column as its StockID. Should each column be its own variable? If so, how would I do this automatically as I have about 1,000 stocks...? Is there then a way to create a cov. matrix for each stock without manually entering in each variable, ie not do this: cov(10801, 12032, 13439, .....) ?

Thanks so much for the help!

Answer 1

You should be able to find the covariance by passing the second through 60th rows of your data into the cov function ( covariance_matrix = cov(data(2:end,:)) ), as per this documentation. Hope that helps!