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

Implement code to determine the frequency components, Objectives In the ...

Objectives In the following exercises, students are required ?rstly to implement code to determine the frequency components present in a signal, and then to extract a desired si

Visual cryptography, how to implement visual cryptography on grayscale ima...

how to implement visual cryptography on grayscale images

Use matlab and method based on linear predictive code, Use MATLAB and a met...

Use MATLAB and a method based on linear predictive coding for the restoration of a clipped voiced speech signal. My proposed algorithm is based on linear prediction where a reco

Splitting a column into separate arrays, I have a file to be read in matlab...

I have a file to be read in matlab which carries different columns in it. Each column has around 200000 readings in set of 2000. I want a code in a loop which gives stores each col

Illustration of switch statement, Illustration of switch statement: He...

Illustration of switch statement: Here are the two illustrations of calling this function: >> quiz = 22; >> lg = switchletgrade(quiz) lg = X >> quiz = 9; >>

First order differential equations, First order differential equations: Eul...

First order differential equations: Euler's method Finally, we consider ?nding the numerical solution for a ?rst order differential equation given an initial value. We consider

Show the output - algorithms, Show the output - algorithms: Where does...

Show the output - algorithms: Where does the output go? The two possibilities are (i) to an external file, or (ii) to a window on the screen. Based on system, one of these wil

Illustration of script, Illustration of script: For illustration, we w...

Illustration of script: For illustration, we will now generate a script known as script1.m which calculates area of the circle. It assigns a value for the radius, and then com

Kurtosis, please send the matlab program to find mean,variance,standard dev...

please send the matlab program to find mean,variance,standard deviation and kurtosis for a set of values?

Simulte the operation of the system, People arrive at a microscope exhibit ...

People arrive at a microscope exhibit at a rate of one every 8+/- 2 minutes. Only one person can see the exhibit at a time. It takes 5 +/- 2 minutes to see the exhibit. A person

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