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

CPM AND PERT, ACTIVITIES OF A PROJECT 1-2 1-3 1-4 1-5 2-6 3-6 3-7 4-7 5-7 7...

ACTIVITIES OF A PROJECT 1-2 1-3 1-4 1-5 2-6 3-6 3-7 4-7 5-7 7-6 6-8 7-8 THE COMMPANY LOSES 2,000 FOR EVERY WEEK THE PROJECT LASTS BEYOND 30 WEEKS. fOR EACH OF THE PROPOSALS; ACTIVI

Forward diff erence case, Use Taylor series to derive the form of the trunc...

Use Taylor series to derive the form of the truncation error of the approximation Suppose f € C3. Given that the roundo error has the similar form as in the Forward D

Write a Matlab function, Write a Matlab function that computes y1= tan(x) a...

Write a Matlab function that computes y1= tan(x) and y2= sin(x)/cos(x), returns the difference |y1-y2| and prints a message whether the two are equal or not. Test your function for

Illustration of output statements, Illustration of Output statements: ...

Illustration of Output statements: For illustration, >> disp('Hello') Hello >> disp(4^3)   64 The formatted output can be printed to the screen by using the fpr

Function with float and integer, hi i have this programm function [IRN,num...

hi i have this programm function [IRN,number ] = randnumbers( IRN ) IRN=int32(IRN) ITOTAL=(IRN*330)+100 ITOTAL=int32(ITOTAL); IQUOTIENT=ITOTAL/2303 IQUOTIENT=int32(IQUOTIENT);

Relational expressions, Relational Expressions: The Conditions in if s...

Relational Expressions: The Conditions in if statements use expressions which are theoretically, or logically, either true or false. These expressions are termed as relational

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

Numerical solution to plate, I want to know how to create a numerical solut...

I want to know how to create a numerical solution code for analysing temperature/isotherms on a 2d square plate with a singular heat source and opposing edges being held at constan

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