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

Variable number of output arguments - function, Variable number of output a...

Variable number of output arguments: The variable number of output arguments can also be identified. For illustration, the one input argument is passed to the below function t

Decision feedback equiliser, i want matlab code for DFB Equiliser and the o...

i want matlab code for DFB Equiliser and the output between tha number of iterations vs MSE

Plot the pressure for oxygen and nitrogen, Non-Ideal Gas (van der Waals equ...

Non-Ideal Gas (van der Waals equation):  An equation of state for a non-ideal which is commonly used is the van der Waals equation for 1 mol of gas  P = (R*T)/(V-b) - a/(V^2)

Mod function, how to reverse the digits of positive number by using mod fun...

how to reverse the digits of positive number by using mod function?

Passing multiple arguments, Passing Multiple Arguments: In many situai...

Passing Multiple Arguments: In many situaion it is essential to pass more than one argument to the function. For illustration, the volume of a cone is given by here r

Geotifwrite, why after i crop part of a tiff image the cropped image is of...

why after i crop part of a tiff image the cropped image is of different pixel resolution

Numerical integration methods, The fundamental theorem of calculus states t...

The fundamental theorem of calculus states that the de?nite integral of a function may be found from the antiderivative of the function. However, for many functions, it is much eas

Show the output - algorithms, Show the output - algorithms: Where does...

Show the output - algorithms: Where does the output go? The two possibilities are (i) to an external file, or (ii) to a window on the screen. Based on system, one of these wil

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