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 m-function that computes simple returns as formula, Your Task: Write ...

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 estimat

Operator precedence rules, Operator Precedence Rules: A few operators ...

Operator Precedence Rules: A few operators have precedence over the others. For illustration, in the expression 4 + 5 * 3, the multiplication takes the precedence over additio

GAUSS ELIMNATION, 1;write a matlab of geuss elimination with scaling and pi...

1;write a matlab of geuss elimination with scaling and pivoting under consideration?

Root ?nding using the bisection method, In many applications, including ?na...

In many applications, including ?nancial mathematics, ?nding zeros of a function f(x) = 0 (4) is paramount. One of the simplest method is the Bisection Method. The bisection

Logical operators, logical operators: The logical operators are as sho...

logical operators: The logical operators are as shown below: All the logical operators operate on Boolean or logical operands. The not operator is a unary operator; wh

Algebra, the cost t in hundreds of dollars of tuition and fees at many comm...

the cost t in hundreds of dollars of tuition and fees at many community college can be approximated by t=1/2c+5 where c is the number of credits for which a student registers. ( 2

Pre- dicting and plotting., You will need to implement at least two Matlab...

You will need to implement at least two Matlab functions: HW3main.m and svmTrain.m. The implementation details are as follows: function [alpha] = svmTrain(X,T,kernel,C,sigma) %

Lab 2, You">http://www.cs.utsa.edu/~cs1173/labs/laboratory2.html You can g...

You">http://www.cs.utsa.edu/~cs1173/labs/laboratory2.html You can go to this link and it should come up I need this by tommorow at 10:00 I just need the published part where you r

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