Hi,

I was searching for a way to calculate Investor turnover: Array
My data: I have quarterly data from 2000-2020 with different stock tickers, different manager and around 5 million observations.

Manager Ticker qdate TotIns Numerator Denominator ChurnRate PercentageofInstitutional weight Weight Turnover
ENGEBRETSON CAPITAL MANAGEMENT A 2000q1 4.59e+07 1.91e+07 1.31e+07 1.45949 .1015245 138753 .0030237
CADINHA & COMPANY INC. A 2000q1 4.59e+07 3504072 1.77e+07 .1983794 .1015245 115870 .002525
WELLS FARGO & COMPANY A 2000q1 4.59e+07 9344192 2682456 3.483447 .1015245 17174 .0003743
CAPITAL WEST ASSET MGMT LLC A 2000q1 4.59e+07 138320 60112.5 2.301019 .1015245 450 9.81e-06
ST. PAUL COMPANIES, INC. A 2000q1 4.59e+07 8.20e+07 5.63e+07 1.456353 .1015245 137080 .0029872 .0025241
TAUNUS CORPORATION A 2000q1 4.59e+07 3.88e+09 1.16e+09 3.335031 .1015245 53500 .0011659 .002251
GREENBERG-SUMMIT PARTNERS, LLC A 2000q1 4.59e+07 4.00e+07 1.76e+07 2.274764 .1015245 30000 .0006538 .0144739
M. D. SASS INVESTORS SERV INC. A 2000q1 4.59e+07 .1015245 2000 .0000436
SSI INVESTMENT MANAGEMENT INC. A 2000q1 4.59e+07 6580080 3382244 1.945478 .1015245 200 4.36e-06
AMERICAN GENERAL CORPORATION A 2000q1 4.59e+07 4.41e+07 2265737 19.4621 .1015245 1400 .0000305
NIPPON LIFE INSURANCE COMPANY A 2000q1 4.59e+07 4.38e+07 1.88e+07 2.32382 .1015245 72550 .001581
ASHFIELD & COMPANY, INC. A 2000q1 4.59e+07 7.42e+07 3.13e+07 2.370471 .1015245 41085 .0008953
OSCAR CAPITAL MANAGEMENT, LLC A 2000q1 4.59e+07 264680 457667.5 .5783238 .1015245 6350 .0001384 .0041728
STEIN ROE & FARNHAM, INC. A 2000q1 4.59e+07 6811480 4736251 1.438159 .1015245 76000 .0016562 .0369189
WILMINGTON TRUST COMPANY A 2000q1 4.59e+07 9607416 2677742 3.58788 .1015245 6100 .0001329 .0005463
PRUDENTIAL SECS. INC. A 2000q1 4.59e+07 1.49e+08 9.54e+07 1.560091 .1015245 8405 .0001832 .0005053
NUMERIC INVESTORS, L.P. A 2000q1 4.59e+07 .1015245 71600 .0015603
BANK NY TRUST CO FL, N.A. A 2000q1 4.59e+07 713856 106083.5 6.72919 .1015245 500 .0000109

CR is the ChurnRate and w(k,i,t) is the weight of investor i in the total percentage held by institutional investors at quarter t. The investor turnover of firm k is the weighted average of the total portfolio churn rates of its investors over four quarters:
How can I perform this equation in Stata?