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

Print the day of the week, how to write a program to determine the day of ...

how to write a program to determine the day of the week. using GUI.

Show the output - algorithms, Show the output - algorithms: Where does...

Show the output - algorithms: Where does the output go? The two possibilities are (i) to an external file, or (ii) to a window on the screen. Based on system, one of these wil

Electricity market clearing price, how to obtain matlab coding for the mark...

how to obtain matlab coding for the market clearing price

Create a text file with simulated data, Create a text file with simulated d...

Create a text file with simulated data. Calculate an experimental y using the first function and some reasonable values for the parameters Add noise Save the x values and ca

How do I export multisignal wavelet signals, I am using the wavelet gui (wa...

I am using the wavelet gui (wavemenu) to decompose some data. I need to be able to export the signals. This is not a problem using only "Wavelet 1D" where only one time series is b

Hold and legend function - plot functions, Hold and legend function: ...

Hold and legend function: hold: is a toggle which freezes the present graph in the figure window, so that the new plots will be superimposed on the present one. Just hold

Gray level, Calculate the gray level value for all the pixels, Computer Gra...

Calculate the gray level value for all the pixels, Computer Graphics An 8x8 image f[i,j] has gray levels given by the following equation: f [i , j]= ? i-j ? ; i,j=0,1,2,3,4,5,6,7.

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