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

3-A-Day, Savannah says that the least common multiple of 4 and 6 is 24. Is ...

Savannah says that the least common multiple of 4 and 6 is 24. Is she right or what is her mistake?

Operators, Operators: There are in general two types of operators: una...

Operators: There are in general two types of operators: unary operators that operate on a single value or operand; and binary operators, that operate on two values or operands

Matlab, hi, I would like to get quote for my matlab assignment help? thanks...

hi, I would like to get quote for my matlab assignment help? thanks

Creating row vectors, Creating row Vectors: There are many ways to gen...

Creating row Vectors: There are many ways to generate row vector variables. The most important way is to put the values which you want in the vector in square brackets, separa

Creating column vectors, Creating Column Vectors: One way to generate ...

Creating Column Vectors: One way to generate a column vector is by explicitly putting the values in square brackets, separated by the semicolons: >> c = [1; 2; 3; 4] c =

Command reference, Matlab Command Reference 1. Getting Help: The help...

Matlab Command Reference 1. Getting Help: The help command is used to find the functions and its syntax. Similarly, lookfor is used to find the functions or topics. For examp

Gaussian elimination, Diary Files: Before doing this assignment, please rea...

Diary Files: Before doing this assignment, please read the document Notes on Matlab Assignments (available from the course web page). It describes how to record the results of your

Phase equilibrium, Do you have expert who can solve chemical engineering th...

Do you have expert who can solve chemical engineering thermodynamics chemical equilibrium MATLAB coding?

Temperature dependence of vacancy concentrations, write a computer program ...

write a computer program that will provide a user with the equilibrium concentration of vacancies in a metallic element as a function of temperature.Temperature range should be men

Wireless, can i getting wirless programing in matlab

can i getting wirless programing in matlab

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