Rank: 4124 based on 27 downloads (last 30 days) and 3 files submitted
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Wei Li

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Company/University
University of Chicago Graduate School of Business

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Files Posted by Wei Li View all
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(last 30 days)
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11 Mar 2004 Calculating the Portfolio Turnover Calculating the equal weighted portfolio turnover. Author: Wei Li finance, modeling, analysis, turnover, cusip, ticker 11 1
  • 1.0
1.0 | 1 rating
02 Feb 2004 Sort Vectors Into Fractiles Sort vectors into fractiles. Author: Wei Li structures, cell arrays, fractile, decile, percentile, quintile 6 4
  • 4.0
4.0 | 4 ratings
30 Jan 2004 The Runs Test Check if the positive and negative runs in the vector x is random or not. Author: Wei Li statistics, probability, run test, runs test 10 1
  • 4.0
4.0 | 1 rating
Comments and Ratings on Wei Li's Files View all
Updated File Comment by Comments Rating
29 Jun 2011 Sort Vectors Into Fractiles Sort vectors into fractiles. Author: Wei Li Alina

Very useful, thanks!

08 Mar 2008 Sort Vectors Into Fractiles Sort vectors into fractiles. Author: Wei Li

Very useful indeed!

28 Sep 2007 Calculating the Portfolio Turnover Calculating the equal weighted portfolio turnover. Author: Wei Li

This is simply cross-checking strings between two lists. Trivial and misplaced.

11 Jan 2005 Sort Vectors Into Fractiles Sort vectors into fractiles. Author: Wei Li

It works on my machine. The doubles are the vector cut into minor fractiles

11 Jan 2005 Sort Vectors Into Fractiles Sort vectors into fractiles. Author: Wei Li

The function doesn't work! I put in a vector and y = fractile(vector, 5, 1), it gives results like
[2x2 double] [2x2 double] [2x2 double] [2x2 double] [2x2 double]

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