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

None, La proporción de empleados de una empresa que usan su auto para ir al...

La proporción de empleados de una empresa que usan su auto para ir al trabajo es 5:16. Si hay un total de 800 empleados

Median, what are the steps we need to write in the script to get themedian ...

what are the steps we need to write in the script to get themedian for X values

Need help with assignment, Hi I''m wondering if someone can help me with Ma...

Hi I''m wondering if someone can help me with Matlab coursework

Command window, Command Window: To the left of the Command Window, the...

Command Window: To the left of the Command Window, there are 2 tabs for the Current Directory Window and Workspace Window. If the Current Directory tab is selected, the files

Determine an expression for the transfer function, The circuit diagram of a...

The circuit diagram of an active filter is shown below. (a) Determine an expression for the transfer function of the filter. (b) Hence find an expression for the frequency res

Calculate the signal-to-noise ratio, Use the MATLAB randn function to gener...

Use the MATLAB randn function to generate 1000 points for x. Generate the output of the unknown system with the ?lter function and b=[1232 1] and a=[1]. Normalise the ?lter output

Define a function, Define a function: The radius of a circle is passed...

Define a function: The radius of a circle is passed to the function to input argument  rad; the function computes the area of this circle and stores it in the output argument

Matlab programming, Obtaining the Partial Fraction Expansion of the Z-Trans...

Obtaining the Partial Fraction Expansion of the Z-Transform expression and to find its Inverse Z-Transforms using MATLAB

Solve the system of linear equations - matlab, Problem 1.  Use Matlab to so...

Problem 1.  Use Matlab to solve the following system of linear equations: 2x + y + 3z = 1 2x + 6y + 8z = 3 6x + 8y + 18z = 5 Capture Matlab code and the result in a text fi

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