How to efficiently winsorize a big matrix column wise.

Hi,

I am looking for an efficient winsorization function / code. Matlab has been running the code below since 24h and it is not yet finished.

Do you know any alternative code / function?

Thank you in advance for your suggestions.

% winsorize factorValues and instrRet
% factor values accross time
% --> nFactors =74  // nAssets=3733 // nDates=261

for f=1:nFactors 
    for a=1:nAssets 
    alpha=0.03;
    data_min=quantile(factorValues(:,a,f),alpha);
    data_max=quantile(factorValues(:,a,f),1-alpha);
    factorValues(factorValues<data_min)=data_min;
    factorValues(factorValues>data_max)=data_max;
    end
end
% accross instrument
for f=1:nFactors
    for d=1:nDates 
    alpha=0.04;
    data_min=quantile(factorValues(d,:,f),alpha);
    data_max=quantile(factorValues(d,:,f),1-alpha);
    factorValues(factorValues<data_min)=data_min;
    factorValues(factorValues>data_max)=data_max;
    end
end

for i=1:nAssets
    alpha=0.03;
    data_min=quantile(instrRet(:,f),alpha);
    data_max=quantile(instrRet(:,f),1-alpha);
    instrRet(instrRet<data_min)=data_min;
    instrRet(instrRet>data_max)=data_max;
end