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

Creating matrix variables- arguments , Creating matrix variables- arguments...

Creating matrix variables- arguments: The CAT arguments dimensions are not reliable. The Iterators can also be used for the values on the rows by using the colon operator;

Adaptive filters, Adaptive filters can also be used in other applications. ...

Adaptive filters can also be used in other applications. Speech recognition, for example, is performed in a non-stationary environment, and therefore may require adaptive filtering

Write a for loop to perform elementary row operations, Use Matlab to solve ...

Use Matlab to solve the following set of linear equations by Gaussian Elimination. Write a for loop to perform elementary row operations on the augmented matrix to produce

Temperature dependence of vacancy concentrations, write a computer program ...

write a computer program that will provide a user with the equilibrium concentration of vacancies in a metallic element as a function of temperature.Temperature range should be men

Determine an expression for the transfer function, The circuit diagram of a...

The circuit diagram of an active filter is shown below. (a) Determine an expression for the transfer function of the filter. (b) Hence find an expression for the frequency res

CDMA, Code and decode a 32 bit long data for a specific user in CDMA if the...

Code and decode a 32 bit long data for a specific user in CDMA if there is only 1 user and no noise.

Plot modulation schemes using mathlab, Plot way forms for the following mod...

Plot way forms for the following modulation schemes using Mathlab: a)      2 ASK                     b)  BFSK                        c) BPSK 4 ASK

Characters and encoding, Characters and Encoding: A character in a MAT...

Characters and Encoding: A character in a MATLAB is represented by using single quotes (example, 'a' or 'x'). The quotes are essential to denote a character; without them, the

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