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

Illustrations of if statement, Illustrations of if statement: illustra...

Illustrations of if statement: illustrations of running this script: >> sqrtifexamp Please enter a number: -4.2 The sqrt of 4.2 is 2.0 >> sqrtifexamp Please ent

Function functions, Function Functions: The one reason for using funct...

Function Functions: The one reason for using function handles is to be able to pass functions to the other functions-these are known as function functions. For illustration

Format command, Format command: The format command can be used to cont...

Format command: The format command can be used to control the spacing between the MATLAB command or expression and the outcome; it can be either compact or loose. >> format

Refrigerant cycle, i want the MATLAB code for properties of refrigerant R13...

i want the MATLAB code for properties of refrigerant R134a, Pentane and VCR Refrigeration cycle. Thanks

Looping statements, Looping Statements: Consider the problem of comput...

Looping Statements: Consider the problem of computing the area of a circle with radius of 0.3 centimeters-a MATLAB program certainly is not required to do that; you would use

Create a super mario brothers game application, Create a Super Mario Brothe...

Create a Super Mario Brothers game in Matlab. The lines of codes do not matter. But, The requirements are: REQUIREMENTS: Modular design and implementation Algorithm docu

Geotifwrite, why after i crop part of a tiff image the cropped image is of...

why after i crop part of a tiff image the cropped image is of different pixel resolution

How do I export multisignal wavelet signals, I am using the wavelet gui (wa...

I am using the wavelet gui (wavemenu) to decompose some data. I need to be able to export the signals. This is not a problem using only "Wavelet 1D" where only one time series is b

Financial computing with matlab project, This project carries 50% of your ?...

This project carries 50% of your ?nal mark. Please hand in your work to the Mathematical and Physical Sciences School O?ce, no later than 4pm Monday 21st January 2013. Please ?l

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