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#

Compute a reasonable vector for lower bound and upper bond, You are a quant...

You are a quant analyst reporting directly to a portfolio manager. Your manager requires you to generate a simple code to compute several statistics for the following potential por

Development modeling, i have a project in matlab : modeling of development ...

i have a project in matlab : modeling of development of an outer organ (hand,leg and head) i don''t know how to do it, my teacher said me, i have to make it easy, so, it means i s

Gray level, Calculate the gray level value for all the pixels, Computer Gra...

Calculate the gray level value for all the pixels, Computer Graphics An 8x8 image f[i,j] has gray levels given by the following equation: f [i , j]= ? i-j ? ; i,j=0,1,2,3,4,5,6,7.

Plot the poles and zeros of the filter using zplane, A filter described by ...

A filter described by the equation:    y(n) = x(n) + x(n-1) + 0.9 y(n-1) - 0.81 y(n-2) (a) Find the transfer function H(z) for the filter and find the poles and zeros of the fil

Create a function to generate a sinusoidal signal, Create a function using ...

Create a function using mat lab to generate a sinusoidal signal. The parameters of the signal should have an Amplitude = 100, frequency = 100Hz, initial phase = 0, sample rate = 50

Plot the intensity distribution - numerical techniques, Using numerical tec...

Using numerical techniques, plot the intensity distribution for LP 01 and LP 11 modes. Vary the value of V (reduce it to 1.5) and plot several of the intensity plots (of LP 01 )

Analytical solution and numerical solution, using 0de 45 how can i get the ...

using 0de 45 how can i get the anlytical and numerical solutions for an equation,,

Solve the system of linear equations - matlab, Problem 1.  Use Matlab to so...

Problem 1.  Use Matlab to solve the following system of linear equations: 2x + y + 3z = 1 2x + 6y + 8z = 3 6x + 8y + 18z = 5 Capture Matlab code and the result in a text fi

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