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

Steady-state conduction equation, Problem: Consider a trapezoidal piece of...

Problem: Consider a trapezoidal piece of polymer film as shown below. The parallel sides of the trapezoid are insulated and the temperature of the bottom and diagonal sides are f

Speech recognition using support vector machine, what are data collect th...

what are data collect this topic,how i can create algorithm in mat lab what language support easy to this topic

Functions, Need help with creating functions in matlab.

Need help with creating functions in matlab.

Statistical analysis, please tell me the procedure of Anova two Way analysi...

please tell me the procedure of Anova two Way analysis in matlab?

Functions which return more than one value, Functions which return More tha...

Functions which return More than one Value: Functions which return one value have one output argument. The Functions which return more than one value should rather have more t

National log, how to write the national log (ln(x)) in matlap ?

how to write the national log (ln(x)) in matlap ?

ANFIS, How to design a FIR filter using ANFIS in MATLAB

How to design a FIR filter using ANFIS in MATLAB

write a matlab program to generate and plot the signal, 1.      Write a MA...

1.      Write a MATLAB program to generate and plot the signal                                     x1(n) = [3 2 -2 0 7],  n = 0,1,2,3,4. 2.      Write a MATLAB program to gen

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