Excel Question

Hi – I was hoping anybody could answer this question for me.

I have specific dates (about 400 dates total). I used a VLOOKUP to find the price corresponding to that date. If I want the prices for the five previous days prior to the event date, and the five following days, is there an easy way to reference a location directly 1 cell, 2 cells,3 cells etc below or above my date in the original table from where I got my VLOOKUP result, and then repeat this for 400 different dates.

Thank you for your help

8 Comments
 

Smugguy, thanks for the response. My problem there is that I need to take out weekends and holidays (only looking at trading days). If I use the vlookup like that, my dates go wrong. Is there a way to get around that, and still use the vlookup? The data that I have is only trading days, and I am hoping to look at all five previous trading days prior to an event, and five following days.

 
Best Response

If the data is organized into trading days/required data, you can match the row in the required column (sorting the column appropriately), then offset as desired (ie. offset 0,1, 2, 3, 4), as guru stated.   If not trading days (ie. just days), and from your vlookup you need to get only trading days the problem becomes more complicated.  You need to define a trading day, for instance: is it a day when a certain market is closed, a day when libor on the day before isn't O/N, etc?

 

Assuming you have the trading days labeled, you can simply drop in a row of numbered trading days (1 thru 400) between each trading date and its respective price. Your first lookup should identify the numbered row for the date in question, while your next 11 lookups (-5,0 and +5 days) should reference the result of your first lookup (i.e., the trading day number), not the date itself.

 

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