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

EMG, How to make EMG analysis by Matlab?

How to make EMG analysis by Matlab?

Notion of permutation, what are the difference between a.linear permutati...

what are the difference between a.linear permutation b.circular permutation

Write MATLAB scripts for the following:, To accept two numbers from the use...

To accept two numbers from the user; Display all prime numbers between these two numbers.

College algebra, #question how to solve radicals exponents..

#question how to solve radicals exponents..

Type logical , Type logical: The type logical is used to store the tru...

Type logical: The type logical is used to store the true/false values. If any variables have been formed in the Command Window, they can be seen at the Workspace Window. In

Decision feedback equiliser, i want matlab code for DFB Equiliser and the o...

i want matlab code for DFB Equiliser and the output between tha number of iterations vs MSE

Enciphering by a shift method, Hello! How to cipher on Matlab the message c...

Hello! How to cipher on Matlab the message consisting eight symbols. At first the message shares on blocks. Then in each of blocks shift of symbols is carried out. The initial text

Off-line signature verification and recognition, Project: "An Efficient Hum...

Project: "An Efficient Human Identification Using Gait Analysis" I want apply/follow the same methodology (Methods/Algorithms) for this paper ("Human Gait Recognition Using Bezi

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