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

Write a script file which will determine the displacement, The mass of the ...

The mass of the spring-mass-damper system shown below was initially displaced by 1 meter to the right and then released. The subsequent acceleration of the mass was measured using

Find the time domain equivalent sinusoid of phasor, 1. Given these sinusoid...

1. Given these sinusoids: x 1 (t) = 0.5cos(25t+20°),   x 2 (t)=0.85cos(25t+160°) and   x 3 (t)= 0.81cos(25t-145°) (a)  Subplot the phasors X 1 , X 2 and X 3 corresponding t

Forward diff erence case, Use Taylor series to derive the form of the trunc...

Use Taylor series to derive the form of the truncation error of the approximation Suppose f € C3. Given that the roundo error has the similar form as in the Forward D

Obtain the input - algorithms, Obtain the input - Algorithms: From whe...

Obtain the input - Algorithms: From where does the input come? The two possible choices would be from an external file on a disk, or from the user, who enters the number by ty

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

Error-checking user input in the while loop, Error-Checking user input in t...

Error-Checking user input in the While Loop: In many applications, whenever the user is prompted to enter anything, there is a valid range of values. When the user enters a wr

Various commands for get the help, Various commands for get the help: T...

Various commands for get the help: There are various commands which can serve as an introduction to MATLAB and allow you to get the help: info will show contact informatio

Rungakuta methord, the basic equation of modeling radioactive decay is wher...

the basic equation of modeling radioactive decay is where the amount of the radioactive substance is at time and is the decay rate. Some radioactive substances decay into other rad

String manipulation, String Manipulation: The string in MATLAB softwar...

String Manipulation: The string in MATLAB software consists of any number of characters and is contained in the single quotes. Actually, strings are considered as vectors in w

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