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

DC Motor, I need assignment to finish.

I need assignment to finish.

Create a correlation matrix for variables in the data, In MATLAB, create a ...

In MATLAB, create a correlation matrix for all of the variables in the data (it should be an 8x8 matrix). To do this you will have to convert the "southern"variable into a number.

Vector-array multiplication in simulink, Statement of Problem I need to...

Statement of Problem I need to realise vector-array multiplication in Simulink. This has been realised in Matlab but because the process yielding the received signal is in Simu

Write a program to calculates the standard deviation, Write a program that ...

Write a program that reads in numbers (of type double) from a file, stores them in an array, and then calculates the mean, variance, and standard deviation.   Your program shoul

Convolution, Perform the convolution of following sequences (a) x[n] = [1 2...

Perform the convolution of following sequences (a) x[n] = [1 2 3], N1 = 1 and h[n] = [1 - 1], N2 = 1 (b) x[n] = [1 2 3], N1 = 2 and h[n] = [1 - 1], N2 = 1 (c) x[n] = [1 2 3], N1 =

Example code in matlab programming, clear clc %% DATA INPUT filena...

clear clc %% DATA INPUT filename = input('Enter file name, including its extension: ', 's'); D = load(filename); %or load('Mphi.out'); %% %Trendline %Evaluates

Image processing, i am doing my project on matlab and the topic of my proje...

i am doing my project on matlab and the topic of my project is invisible watermarking.How we can extract all pixel values of image in binary form.

Calculate sample mean and standard deviation, Make a vector of 500 random n...

Make a vector of 500 random numbers from a normal distribution with mean 2 and standard deviation 5(randn). a After you generate the vector, verify that the sample mean and stan

Recognizing people in video based on their body", I am doing project "Recog...

I am doing project "Recognizing people in video based on their body" the system will use MATLAB to detect people based on thier body and then recognize them from their clothes "us

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