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

Refrigerant cycle, i want the MATLAB code for properties of refrigerant R13...

i want the MATLAB code for properties of refrigerant R134a, Pentane and VCR Refrigeration cycle. Thanks

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

Generate two waveforms-analog waveform, The purpose of this lab is to intro...

The purpose of this lab is to introduce students to the basic concept of overtones. In order to generate two tones at the same time, you need to generate two waveforms and add them

Linear programming, whats thye procedure for entering say an LP model, maxi...

whats thye procedure for entering say an LP model, maximisation an objective funtion ''10x+3y'' subject to: 40 300x +298y>=299 x+y=1

Matlab programming, Obtaining the Partial Fraction Expansion of the Z-Trans...

Obtaining the Partial Fraction Expansion of the Z-Transform expression and to find its Inverse Z-Transforms using MATLAB

3-A-Day, Savannah says that the least common multiple of 4 and 6 is 24. Is ...

Savannah says that the least common multiple of 4 and 6 is 24. Is she right or what is her mistake?

Write a matlab program to calculate and store, Problem of a projectile bein...

Problem of a projectile being launched at an angle of O at an initial velocity ofv. The equations for the height hand horizontallocation x as functions of time t are as follo

Illustration of script documentation, Illustration of script Documentation:...

Illustration of script Documentation: For illustration, the script to compute the area of a circle could be modified to have comments: The first comment at the startin

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