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

#title.s.tudent, AApproximate the number to the hundredth, ten-thousandths,...

AApproximate the number to the hundredth, ten-thousandths, and one-hundredmillionth.sk question #Minimum 100 words accepted#

Write a matlab program, Write a MATLAB program (using/making the necessary ...

Write a MATLAB program (using/making the necessary functions that you deem necessary) that does the two following jobs: It generates the following digital modulation schemes. In

Homework, Given , provide solutions for the following systems of equations ...

Given , provide solutions for the following systems of equations a) , 1.0 10.5 0.5 9 0.5 3.25 5.25 2.5 2 13 5 6 ? ? ? ? ? ? ? ? ? ? ? A ? ? ? ? ? ? ? ? ? ? ? ? 3 7 16 b b) , 1.0 10

Code for programme, How do you write a programme that asks the user for a n...

How do you write a programme that asks the user for a number between 1 and 1000 and calculates the sum of its digits?

Function functions, Function Functions: The one reason for using funct...

Function Functions: The one reason for using function handles is to be able to pass functions to the other functions-these are known as function functions. For illustration

Script - matlab, Script - MATLAB: The script is a series of MATLAB ins...

Script - MATLAB: The script is a series of MATLAB instructions which is stored in a file and saved. The contents of a script can be showed in the Command Window by using the t

Plot conour lines on the axes space , The following four 4 equations are ne...

The following four 4 equations are needed to be plotted as CONTOUR lines on the axes space (C, T) where C is the horizontal axis, and T is the vertical axis. Contour lines for

Sequence alignment and blast search, Calculating and Visualizing Sequence S...

Calculating and Visualizing Sequence Statistics Follow the instructions in this demo file to download a sequence and calculate and visualize its statistics. Save all the command

Help with MATLAB, I have couple questions in MATLAB I need help in

I have couple questions in MATLAB I need help in

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

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