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I have many files that need to be mixed & mashed, & then separated again in a very particular way. This might be done manually for the very patient person. This might also be done with scripts. I'll give the high level and then the details.
The resulting file(s) will be in the form of a table.
The first column will be the date from approximately Every day from 1996-2009. 5110 rows.
The other columns will be averages of measurements from the other files. There will be about 100 columns.
There are three sets of data that make up the columns.
1) Yield Curve. This file has several columns that represent yields for each business day. The only tricky part here is that the dates need to match. The First column should be *every* day. This is pretty straightforward.
2) FF Futures. This takes a little averaging, but is also pretty straightforward. This file has separate Tabs. For many (but not all) of the Tabs, 1/2 of the Data on each Tabs overlaps with the adjacent T...
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