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

#title.s.tudent, AApproximate the number to the hundredth, ten-thousandths,...

AApproximate the number to the hundredth, ten-thousandths, and one-hundredmillionth.sk question #Minimum 100 words accepted#

Calculate power system blockset model, For the 66kV subtransmission network...

For the 66kV subtransmission network shown below, calculate the following, using a MATLAB Simulink Power System Blockset model: 1. Three phase, phase-to-phase and phase-to-earth

Functions with local variables, Functions with Local Variables: The fu...

Functions with Local Variables: The functions we have seen faraway have been very easy. Though, in many situations the computations in a function are more complex, and may nee

Load from file and plot data, Example: Load from File and Plot Data: A...

Example: Load from File and Plot Data: As illustration, a file known as timetemp.dat stores two lines of data. The first line is the time of the day, and the next line is the

Transportation problem, I want codding in matlab for vogel approximation me...

I want codding in matlab for vogel approximation method . i mean .M file for vogels approximation method.

User-defined functions, User-Defined Functions which return a Single Value:...

User-Defined Functions which return a Single Value: We have seen the use of many functions in the MATLAB. We have used many built-in functions like fix, sin, abs, double, and

Vector-array multiplication in simulink, Statement of Problem I need to...

Statement of Problem I need to realise vector-array multiplication in Simulink. This has been realised in Matlab but because the process yielding the received signal is in Simu

Script - matlab, Script - MATLAB: The script is a series of MATLAB ins...

Script - MATLAB: The script is a series of MATLAB instructions which is stored in a file and saved. The contents of a script can be showed in the Command Window by using the t

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