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

Filter design, IIR filter using Bilinear trasformation

IIR filter using Bilinear trasformation

Solve for unknowns x and y from equations, Solve for unknowns 'x' and 'y' f...

Solve for unknowns 'x' and 'y' from Equations (1) and (2) using MATLAB. (However, if MATLAB is not the appropriate software to solve these two simultaneous equations, please sugges

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

Looping statements, Looping Statements: Consider the problem of comput...

Looping Statements: Consider the problem of computing the area of a circle with radius of 0.3 centimeters-a MATLAB program certainly is not required to do that; you would use

CDMA, Code and decode a 32 bit long data for a specific user in CDMA if the...

Code and decode a 32 bit long data for a specific user in CDMA if there is only 1 user and no noise.

None, La proporción de empleados de una empresa que usan su auto para ir al...

La proporción de empleados de una empresa que usan su auto para ir al trabajo es 5:16. Si hay un total de 800 empleados

Create a text file with simulated data, Create a text file with simulated d...

Create a text file with simulated data. Calculate an experimental y using the first function and some reasonable values for the parameters Add noise Save the x values and ca

Write a matlab script, Consider the function: f(x) = 7 - 28x + 42x 2 ...

Consider the function: f(x) = 7 - 28x + 42x 2 - 28x 3 + 7x 4 : Write a script findPolyRoot.m to nd, as accurately as you can, the root of f(x) near x = 2. Your script mu

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