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

CAlculus, kind in geometric calculity in space AREA. >

kind in geometric calculity in space AREA. >

Vectors and matrices, Vectors and Matrices: The Vectors and matrices a...

Vectors and Matrices: The Vectors and matrices are used to store sets of values, all of which are similar type. A vector can either be a column vector or a row vector. The mat

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

Example of printing vectors, Example of Printing vectors: For vectors ...

Example of Printing vectors: For vectors & matrices, even though formatting cannot be specified, the disp function may be simpler to use in common than fprintf as it displays

Calculate sample mean and standard deviation, Make a vector of 500 random n...

Make a vector of 500 random numbers from a normal distribution with mean 2 and standard deviation 5(randn). a After you generate the vector, verify that the sample mean and stan

Matlab script that will prompt the user to enter the launch , Consider the ...

Consider the analytic solution of the projectile problem described. Write a MATLAB script that will prompt the user to enter the launch speed and angle, and will compute the peak h

Help me..., construct a matlab program to calculate and to plot the electro...

construct a matlab program to calculate and to plot the electron and hole concentration as a function of the Fermi-level in an energy gab of Si at a Given temperature and the carri

Matlab programming vector algebra, Matlab Programming Vector Algebra : Crea...

Matlab Programming Vector Algebra : Create a program package for calculation of distances and intersections of lines and planes. Plot the results in a graphical representation

Implement the physat algorithm, Your task is to implement the PHYSAT algor...

Your task is to implement the PHYSAT algorithm in Matlab to classify the phytoplankton species in the data you have selected. An algorithm demonstrating one solution is provided b

Portfolio selection problem, An individual with $10,000 to invest has ident...

An individual with $10,000 to invest has identi?ed three mutual funds as attractive opportunities. Over the last ?ve years, dividend payments (in cents per dollar invested) have be

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