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

Exact arithmetic, Run the MATLAB script sum = single(0); term = single(1); ...

Run the MATLAB script sum = single(0); term = single(1); n=1; while sum + term > sum sum = sum+term; n=n+1; term = 1/n; end n Explain what you think it is trying to do. What wou

Tropical forest carbon balance, As shown in Figure 1, Ecosystem carbon (C) ...

As shown in Figure 1, Ecosystem carbon (C) cycles in a tropical forest can be modeled using three "compartments":  aboveground (AG), belowground (BG), and soil organic matters (SOM

Find the distribution of data with matlab, how to make a histogram of data,...

how to make a histogram of data, example x=[5 6 3 2 5] and then find the distribution

Illustration of output statements, Illustration of Output statements: ...

Illustration of Output statements: For illustration, >> disp('Hello') Hello >> disp(4^3)   64 The formatted output can be printed to the screen by using the fpr

Calculates the inverse of matrix by gauss-jordan elimination, Write a funct...

Write a function that solves a system of linear equations or calculates the inverse of a matrix by Gauss-Jordan elimination. Your function should accept a matrix as an argument and

Function definitions, Function definitions: There are various ways to ...

Function definitions: There are various ways to organize the scripts and functions, but for now every function which we write will be stored in a separate M-file, that is why

Illustration of built-in functions and help , Illustration of Built-in func...

Illustration of Built-in functions and help: To find out what a specific function does and how to call it, type help and then the name of function. Illustration: >> help si

Plot the input and the output of the filter on a single plot, An FIR filter...

An FIR filter has coefficients b = [ 1.0000   -0.6387    1.0214    0.8210   -0.7470    1.0920 ] (a) Find H(z) for the filter and plot its frequency response (magnitude and phase

Fourier series for the sawtooth wave, Q. An expression for a sawtooth wave ...

Q. An expression for a sawtooth wave over the internal 0 ≤ t ≤ T0 is given by f(t) = At/T0. The student is encouraged to check the Fourier coefficients to be a 0 = A/2, an = 0 for

#title.matrix, #defining matrix using only special commands

#defining matrix using only special commands

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