Write m-function that computes simple returns as formula, MATLAB Programming

Assignment Help:

Your Task: Write an M-function that computes simple returns as formula (1). Use this function to calculate the daily returns for each index. Using MATLAB build-in functions estimate the sample mean, standard deviation, skewness and kurtosis for each index. Your report should include:

1. M-function that computes simple returns as formula (1).

2. Plot of the price levels of the two indices vs the date in one figure. It should include the title, labels and legend (Hint: you might need to use build-in functions such as datetick).

3. Plots of the returns of two indices in one window (including titles, labels and legends). You should use subplot.

4. The proportion of days in which the returns were positive and in which the returns were negative for the two indices. In you MATLAB function for computing the proportion, the input is a vector of returns and the output is the proportion of positive and negative returns.

5. The date and value of: a) Greatest loss , b) Greatest gain, c) Highest price, and d) Lowest price for each index (Hint: you may need to use datestr ).

6. The number of days when the daily returns positive and smaller than 1% for each index?

7. The skewness and kurtosis of daily returns for each index.

8. The proportion of days in which the daily returns were higher/lower than +2:33 σ for each index.


Related Discussions:- Write m-function that computes simple returns as formula

Write a computer program using matlab, From A to B the inlet valve is open ...

From A to B the inlet valve is open and the steam pressure increases linearly from 0.1000 MPa absolute to 15.00 MPa absolute, 1000°C. The inlet valve closes and from B to C the

Common form of a function definition, Common form of a function definition:...

Common form of a function definition: The common form of a function definition for a function which computes and returns one value looks like this: For illustration, t

planar pantograph-based leg, The diagram shown on the next page represents...

The diagram shown on the next page represents a planar pantograph-based leg for a walking robot. This model utilizes only one DOF to generate the walking gait at the foot link 'n

Singal system , Q.1: Consider the transmission of a sinusoid x(t) = cos(2f...

Q.1: Consider the transmission of a sinusoid x(t) = cos(2f0t) through a channel a ected by multipath and Doppler. Let there be two paths, and assume the sinusoid is being sent fro

Call to length function, Call to length function: The call to length f...

Call to length function: The call to length function consists of the name of the function, followed by an argument in the parentheses. This function takes the argument, and re

Video compression, please tell me how to compress a video in matlab

please tell me how to compress a video in matlab

2D steady state heat conduction, How do I compute and plot a temperature pr...

How do I compute and plot a temperature profile along the x axis from -6 to 6 given the equation for steady state heat conduction and boundary conditions

Introduction to file input/output , Introduction to File Input/output (LOAD...

Introduction to File Input/output (LOAD and SAVE): In most cases, the input to a script will come from a data file which has been generated by the other source. It is also use

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd