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

Need urgent help, i want to save the values of a particular equation in a f...

i want to save the values of a particular equation in a for loop.. for ex: for i=1:100 et=(x+yz); end thus how can i store the values of et at each iteration

Command window, Command Window: To the left of the Command Window, the...

Command Window: To the left of the Command Window, there are 2 tabs for the Current Directory Window and Workspace Window. If the Current Directory tab is selected, the files

Write a matlab function, There are many approaches to numerically estimatin...

There are many approaches to numerically estimating the derivative of the function.  The relationship:   is called a forward difference, since the estimate of the derivativ

Illustration of for loop, illustration of for loop: illustration, to p...

illustration of for loop: illustration, to print a column of numbers from 1 to 5: for i = 1:5 fprintf('%d\n',i) end   This loop can be entered in the Command Wi

Create a model or spreadsheet in matlab, The pressure radiated by a column ...

The pressure radiated by a column of in-phase monopole sources may be expressed as: Create a model (spreadsheet / MATLAB etc) for a 6 element column, where d=0.2m . Figure

Systems modelling and simulation , The purpose of this assignment is to use...

The purpose of this assignment is to use Matlab/Simulink to analyse and simulate a mathematical model of an electromechanical system. This system comprises two component subsystems

Physics, how do you make a program for a parachute man falling to determine...

how do you make a program for a parachute man falling to determine his terminal velocity, having in consideration the drag force (cv^2). I have the formula to be v(i+1)=v(i)*delta(

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