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

Generate a matlab error with a descriptive error message, Write a function ...

Write a function called threshold2 (in a file called 'threshold2.m'). The function takes an arbitrary number of input variables. The first input variable, t, is required and is the

Vector-array multiplication in simulink, Statement of Problem I need to...

Statement of Problem I need to realise vector-array multiplication in Simulink. This has been realised in Matlab but because the process yielding the received signal is in Simu

Matlab, giv a malab code for offline signature veification and recognition

giv a malab code for offline signature veification and recognition

Determine the probability - discrete distributions, The occurrence of bushf...

The occurrence of bushfires in the Port Stephens area may be modelled by a Poisson process. The average occurrences of bushfires n is assumed to be either 15 (event A 1 ), 20 (even

Polynomial fitting, how can i used loops instead of polyfit function

how can i used loops instead of polyfit function

Program that perform k nearest neighbours algorithm, 1) Convert the table i...

1) Convert the table into format convenient for the processing with MATLAB. 2) Prepare a program that perform K Nearest Neighbours algorithm using Euclidian distance. (Your prog

Beam steering, Some recent column source designs incorporate ‘beam steering...

Some recent column source designs incorporate ‘beam steering', where the phase of each element in the column is varied in order to change the angle at which the major lobe appears.

Design of controller, Design a controller which regulates flow and compensa...

Design a controller which regulates flow and compensate pressure to my desire value in simscape.

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