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

Illustration of for loop, illustration of for loop: illustration, to p...

illustration of for loop: illustration, to print a column of numbers from 1 to 5: for i = 1:5 fprintf('%d\n',i) end   This loop can be entered in the Command Wi

How to start working with simpower, How to Start Working withSimpower: ...

How to Start Working withSimpower: 1. In the Simulink screen, open a new "Model" (File àNewà Model), name it and save it. 2. Expand the SimPowerSystems library, select and

Colon operator, The Colon Operator: If the values in the vector are re...

The Colon Operator: If the values in the vector are regularly spaced, the colon operator is used to iterate through these values. For illustration, 1:5 results in all the inte

2 dimensional finite element analysis, i need matlab code on 2 dimensional...

i need matlab code on 2 dimensional analysis of temperature distribution in steel using finite element method

Mod function, how to reverse the digits of positive number by using mod fun...

how to reverse the digits of positive number by using mod function?

Matlab scripts, Matlab Scripts: Once a problem has been examined, and ...

Matlab Scripts: Once a problem has been examined, and the algorithm for its answer has been refined and written, the algorithm then is translated into the specific programming

DC Motor, I need assignment to finish.

I need assignment to finish.

Functions, Need help with creating functions in matlab.

Need help with creating functions in matlab.

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