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

Find the spectrum of waveform, (a) Find the spectrum of this waveform:  x =...

(a) Find the spectrum of this waveform:  x = [ exp( -[0:1:49]/10), exp(-[50:-1:1]/10)]. Subplot only the magnitude by using the spectrum program from the class notes. (b) Using

Solution by using pdepe function, Solution by using pdepe function fu...

Solution by using pdepe function functionpdex1 m = 0; x = linspace(0,1,100); t = linspace(0,0.2,10);   sol = pdepe(m,@pdex1pde,@pdex1ic,@pdex1bc,x,t); % Ext

Functions, Need help with creating functions in matlab.

Need help with creating functions in matlab.

String, how to convert char array to a string cell

how to convert char array to a string cell

Code for programme, How do you write a programme that asks the user for a n...

How do you write a programme that asks the user for a number between 1 and 1000 and calculates the sum of its digits?

Numerical integration methods, The fundamental theorem of calculus states t...

The fundamental theorem of calculus states that the de?nite integral of a function may be found from the antiderivative of the function. However, for many functions, it is much eas

Calculate displacement using indefinite integrals, Problem: A function ...

Problem: A function is given by Y= 2x3 + 3 x2 -12x + 5 a determine the finite values of x at which any local maximum of minimum occur and determine the corresponding val

Program for add sinusoid with frequency, Job: Add sinusoid with frequency 1...

Job: Add sinusoid with frequency 1000 Hz and amplitude 100 to the one generated in Job 1 (: Create a function using mat lab to generate a sinusoidal signal. The parameters of the s

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

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