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

Matrix, if i have a 3x2 double.. how can i run a for loop for this matrix s...

if i have a 3x2 double.. how can i run a for loop for this matrix so tht it can subtracted values of he adjacent neighbors?

Elastic stiffness of a shaft segment, The natural frequencies of a fixed-fi...

The natural frequencies of a fixed-fixed uniform shaft made of homogeneous material undergoing longitudinal vibration is given by rad/s, where L is the length of the bar, G is th

Math+Matlab, Read the document and quote me ... https://www.dropbox.com/s...

Read the document and quote me ... https://www.dropbox.com/s/pvq4f45fpwajibi/Course_wk%20_2013_.pdf

1, #quest121ion..

#quest121ion..

Program to find the minimum total cost for the fence, A fence enclosure con...

A fence enclosure consists of a rectangle of length L and width 2 R , and a semicircle of radius R , as shown in Figure 1. The enclosure is to be built to have an area of 1600 m

Batch reactor, how to wriet program for batch reactor

how to wriet program for batch reactor

DC Motor, I need assignment to finish.

I need assignment to finish.

linear differential equation in matlab, Problem 1:   What are the di...

Problem 1:   What are the different methods that can be used to solve a differential equation? Please provide a numbered list. Problem 2:   For a first order linear d

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

Statistics, Create a custom chi-square function in matlab, MATLAB in Statis...

Create a custom chi-square function in matlab, MATLAB in Statisticsn..

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