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

Mathematical operation, Mathematical operation: For numerical operands...

Mathematical operation: For numerical operands, the use of such operators is clear-cut. For illustration, 3 >> 3 ans = 1 >> 9 ans = 0 Though, in the Wo

Creating matrix variables, Creating Matrix Variables: Creating a matri...

Creating Matrix Variables: Creating a matrix variable is actually just a generalization of creating a row and column vector variables. That is, the values within the row are s

CAlculus, kind in geometric calculity in space AREA. >

kind in geometric calculity in space AREA. >

Base o absorptoin system, plase help me to convert a theory part of ammonia...

plase help me to convert a theory part of ammonia-vapour simple absorption system into matlab programmong

Financial computing with matlab project, This project carries 50% of your ?...

This project carries 50% of your ?nal mark. Please hand in your work to the Mathematical and Physical Sciences School O?ce, no later than 4pm Monday 21st January 2013. Please ?l

Print the day of the week, how to write a program to determine the day of ...

how to write a program to determine the day of the week. using GUI.

Solution, Write a function that will take in a simplex tableau and an assoc...

Write a function that will take in a simplex tableau and an associated basis, and return the initial feasible solution of the tableau x as a column vector, as well as the objective

If-else statement, The IF-ELSE Statement: The if statement selects whe...

The IF-ELSE Statement: The if statement selects whether an action is executed or not. Selecting between the two actions, or selecting from numerous actions, is accomplished by

Structure tensor, How to calculate 2D/3D structure tensor of image

How to calculate 2D/3D structure tensor of image

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