I am trying to compare two timeseries dataframes with different dimensions.
Market_Cap
Date          Stock_A       Stock_B     Stock_C
01.01.1990    1             3           7
01.02.1990    2             4           8
01.03.1990    3             5           1
01.04.1990    4             6           2
Market_Cap_quantiles
Date          Bottom_quantile      
01.01.1990    1.4                       
01.02.1990    2.4                     
01.03.1990    1.4                     
01.04.1990    2.4                     
Is there an elegant solution that checks each row of Market_Cap if the stocks belonges in the Market_Cap_quantile, and if not replace the value by NA. So that I end up with something like this:
Bottom_Stocks
Date          Stock_A       Stock_B     Stock_C
01.01.1990    1             NA           NA
01.02.1990    2             NA           NA
01.03.1990    NA            NA           1
01.04.1990    NA            NA           2
I would greatly appreciate your help!
 
    