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

#GUI, #create a matlab GUI for designing common emitter amplifier which pro...

#create a matlab GUI for designing common emitter amplifier which produces AC load lines based on the component values

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

Programming concept, The Programming Concept: In most of the programmi...

The Programming Concept: In most of the programming languages, random function returns a real number; therefore the real number would then have to be rounded to produce a rand

#signals and systems, convolve the following sequences using tabulation met...

convolve the following sequences using tabulation method and verify the same using matrix mmethhod

Writing data to a file, Writing data to a File: The save function can ...

Writing data to a File: The save function can be used to write a data from the matrix to the data file, or to append a data file. The format is as shown below: save filenam

Logical operators, logical operators: The logical operators are as sho...

logical operators: The logical operators are as shown below: All the logical operators operate on Boolean or logical operands. The not operator is a unary operator; wh

Function [x, please show me how this is coded in MATLAB

please show me how this is coded in MATLAB

Efficient method, The Efficient Method: Though, in MATLAB, there is an...

The Efficient Method: Though, in MATLAB, there is another built-in function which specifically produces random integers, i.e. randint. Calling the function with randint (1,1,n

Tuning Fractional PID using GA and PSO algorithm, my project is on load fre...

my project is on load frequency control using FPID tuned using GA and PSO algorithm.the system is a two area system.

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