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

Find the right hand side of the interpolation system, function y=tps(r) % ...

function y=tps(r) % This is the thin-plate spline if r  y=0; else  y=r^2*log(r); end function y=fun(point) % my target function x=point(1); z=point(2); y=7-4*x^2+z^3;

String, how to convert char array to a string cell

how to convert char array to a string cell

CPM AND PERT, ACTIVITIES OF A PROJECT 1-2 1-3 1-4 1-5 2-6 3-6 3-7 4-7 5-7 7...

ACTIVITIES OF A PROJECT 1-2 1-3 1-4 1-5 2-6 3-6 3-7 4-7 5-7 7-6 6-8 7-8 THE COMMPANY LOSES 2,000 FOR EVERY WEEK THE PROJECT LASTS BEYOND 30 WEEKS. fOR EACH OF THE PROPOSALS; ACTIVI

Functions which return more than one value, Functions which return More tha...

Functions which return More than one Value: Functions which return one value have one output argument. The Functions which return more than one value should rather have more t

Matrices, use the loop for to produce [-1 -1 -1 -1; 0 -1 -1 -1; 0 0 -1 -1; ...

use the loop for to produce [-1 -1 -1 -1; 0 -1 -1 -1; 0 0 -1 -1; 0 0 0 -1]

Draw a calculated y vector on the graph, Create a GUI that has A button to ...

Create a GUI that has A button to bring up a dialog to select a text file and read it in. Plot the x,y values on the GUI Have text entry values, one for each parameter, in which

Determine standard deviation, Find f(t) for each F(s): Problem: ...

Find f(t) for each F(s): Problem: Based on an examination given to a large class in which the maximum score is 100 points, assuming that 20 grades taken at random f

Aquifer simulation of the groundwater, An environmental consulting firm is ...

An environmental consulting firm is conducting a site investigation on an abandoned industrial site that is 200 m by 150 m in size (Fig. 1). A number of piezometers were installed

Implement the methods in matlab, The Requirement details of project are as ...

The Requirement details of project are as below. I also need detail description for presentation. For the project, given the training dataset ticdata2000.txt use any method you

Programs to determine discrete fourier transform, A 12-point sequence is x ...

A 12-point sequence is x (n) defined as x(n) = { 1, 2, 3, 4, 5, 6, 6, 5, 4, 3, 2, 1}. Write MATLAB programs to (a) Determine the DFT X (k) of x(n) and plot (using stem function)

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