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

Documentation - script, Documentation: It is very important that all t...

Documentation: It is very important that all the scripts be documented well, so that the people can understand what the script does and how it accomplishes that. One way of do

Write a script file which will determine the displacement, The mass of the ...

The mass of the spring-mass-damper system shown below was initially displaced by 1 meter to the right and then released. The subsequent acceleration of the mass was measured using

Diode modelling, how to model a diode in matlab given data

how to model a diode in matlab given data

Quiz2, 2)''dbcont'' command for debugging is used to Select one: a. Cont...

2)''dbcont'' command for debugging is used to Select one: a. Continue normal code execution from the debug prompt. b. List all breakpoints. c. Execute (step) one or more lines

Option pricing, Barrier Option pricing in Matlab using MC simulation or fin...

Barrier Option pricing in Matlab using MC simulation or finite difference methods

Image and video compression, Read in any non jpeg image (any image will do)...

Read in any non jpeg image (any image will do) . Save it as a jpeg at quality levels (70, 60,50,40, 30) Get the MSE for each quality level as compared to the orignal file Get the

Gray level, Calculate the gray level value for all the pixels, Computer Gra...

Calculate the gray level value for all the pixels, Computer Graphics An 8x8 image f[i,j] has gray levels given by the following equation: f [i , j]= ? i-j ? ; i,j=0,1,2,3,4,5,6,7.

Calculates the inverse of matrix by gauss-jordan elimination, Write a funct...

Write a function that solves a system of linear equations or calculates the inverse of a matrix by Gauss-Jordan elimination. Your function should accept a matrix as an argument and

String manipulation, String Manipulation: The string in MATLAB softwar...

String Manipulation: The string in MATLAB software consists of any number of characters and is contained in the single quotes. Actually, strings are considered as vectors in w

User-defined functions, User-Defined Functions which return a Single Value:...

User-Defined Functions which return a Single Value: We have seen the use of many functions in the MATLAB. We have used many built-in functions like fix, sin, abs, double, and

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