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

Function [x, please show me how this is coded in MATLAB

please show me how this is coded in MATLAB

Root ?nding using the bisection method, In many applications, including ?na...

In many applications, including ?nancial mathematics, ?nding zeros of a function f(x) = 0 (4) is paramount. One of the simplest method is the Bisection Method. The bisection

Image processing, Hello sir, I am Bharat Prajapati.I am working on Copy-mov...

Hello sir, I am Bharat Prajapati.I am working on Copy-move forgery detection using 2D-DWT transform.How to code in matlab to detect copy-move forgery in the given image.Please help

Refrigerant cycle, i want the MATLAB code for properties of refrigerant R13...

i want the MATLAB code for properties of refrigerant R134a, Pentane and VCR Refrigeration cycle. Thanks

Calculate the velocity of groundwater, The characteristic properties of an ...

The characteristic properties of an aquifer can be used to calculate groundwater velocities, v groundwater (L/T), according to: where KH (L/T) is the hydraulic conductivit

Determine standard deviation, Find f(t) for each F(s): Problem: ...

Find f(t) for each F(s): Problem: Based on an examination given to a large class in which the maximum score is 100 points, assuming that 20 grades taken at random f

Solving 1st order differential equations, Hi, I need help with solving five...

Hi, I need help with solving five-1st order ODE which are coupled. I need to plot these as well. Could I please get a quote. Thanks

Write a matlab program that calculates the arithmetic mean, Write a MATLAB ...

Write a MATLAB program that calculates the arithmetic mean, and the root-mean-square average for a given set of values. The output should be formatted as follows: Y

Size function - dimensions of matrix, Size function - Dimensions of matrix:...

Size function - Dimensions of matrix: For the matrix mat shown next, it has three rows and two columns, therefore the size is 3 × 2. The length is the larger dimension that is

Calling an user-defined function from script, Calling an User-Defined Funct...

Calling an User-Defined Function from Script: Now, we will change our script which prompts the user for the radius and computes the area of a circle, to call our function cal

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