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

Earth''s magnetic field, to plot Earth''s magnetic field on world map in ma...

to plot Earth''s magnetic field on world map in matlab

Identify an equation that describes some chemical process, 1) Identify an e...

1) Identify an equation that describes some chemical process.  Your equation should have at least two parameters, at least one of which should contribute in a non-linear way. He

Calculate three natural frequencies of the system, A three degree of freedo...

A three degree of freedom system is shown in Figure.  The three masses are each 1 kg and are constrained to move in the directions shown.   The three stiffnesses are   5 kN/m, 50 k

Programs to determine discrete fourier transform, A 12-point sequence is x ...

A 12-point sequence is x (n) defined as x(n) = { 1, 2, 3, 4, 5, 6, 6, 5, 4, 3, 2, 1}. Write MATLAB programs to (a) Determine the DFT X (k) of x(n) and plot (using stem function)

Ots hgi, khdjkafhoi woiruwoi epojrpeo

khdjkafhoi woiruwoi epojrpeo

Extraction, i want to extract an image from its background in matlab..the i...

i want to extract an image from its background in matlab..the image is a binary image

Phase equilibrium, Do you have expert who can solve chemical engineering th...

Do you have expert who can solve chemical engineering thermodynamics chemical equilibrium MATLAB coding?

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

Visual cryptography, how to implement 3 out of 4 visual cryptography in MAT...

how to implement 3 out of 4 visual cryptography in MATLAB?

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