How To Efficiently Carry Out a Moving 12-Month Analysis...

R

rrchamp

Version: 2008
Operating System: Mac OS X 10.5 (Leopard)
Processor: Intel

I have nine years of daily stock price data and am researching a hedging strategy. I want to run the analysis for the first 12 months, get the results, and then move ahead 1 month and carry out another 12 month analysis.

IOW, the first 12 months would be from 7/1/99 to 7/1/00. The next would be from 8/1/99 to 8/1/00, then 9/1/99 to 9/1/00 etc.

I calculate a number of performance metrics for each analysis, which are displayed in the last row. If I could "group" all the rows from 7/2/00 thru 7/1/08, hide them, and then run the analysis with those rows excluded, that would do the job.

I, then, could just ungroup and regroup my way thru the worksheet.
 

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