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

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

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

Generate a script, Generate a script: To generate a script, click File...

Generate a script: To generate a script, click File, then New, and then M-file. The new window will appear known as the Editor. To generate a new script, simply type the serie

Sopping function and upwind scheme, I am trying to implement this equation ...

I am trying to implement this equation u_t=-\u_x\ using upwind scheme. and as a second step, I need to put some stopping function g(h) where u_t=-g(h)\u_x\ how can I write this on

Find the total per phase inductance and per phase shunt, A 300 km, 3-phase,...

A 300 km, 3-phase, 50Hz transmission line has spacing as shown in Figure 2. Each phase of the line consists of a bundle of three conductors.  (a) Find the total per-phase induct

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

To write a program to make a marksheet in matlab, how can write a program t...

how can write a program to make a marksheet of 6 subjects?

Batch reactor, how to wriet program for batch reactor

how to wriet program for batch reactor

Dgdsrgds, Ask question #Mingdfgdfgdfgimum 100 words accepted#

Ask question #Mingdfgdfgdfgimum 100 words accepted#

Code for programme, How do you write a programme that asks the user for a n...

How do you write a programme that asks the user for a number between 1 and 1000 and calculates the sum of its digits?

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