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

Introduction to vectors, In this lab, we study the three concepts. Vector i...

In this lab, we study the three concepts. Vector is used to store more than one value into single variable. It is similar to array (other programming language). Script is a collect

Command window, Command Window: To the left of the Command Window, the...

Command Window: To the left of the Command Window, there are 2 tabs for the Current Directory Window and Workspace Window. If the Current Directory tab is selected, the files

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

Function functions, Function Functions: The one reason for using funct...

Function Functions: The one reason for using function handles is to be able to pass functions to the other functions-these are known as function functions. For illustration

Matlab cubic eqn, how can i model this eqn: solve n plot x vs v x^3-2x^2+x...

how can i model this eqn: solve n plot x vs v x^3-2x^2+x=v^2(.532*10^-3) by putting v=0 to 20 and find the change in x

Crank-nicolson method, clear tic L=1; T=0.2; nust=2000; dt=T...

clear tic L=1; T=0.2; nust=2000; dt=T/nust; n=40; dx=L/n;   r=1;  omega=10:10:5000;%Store Range of Frequencies for Simulation u=zeros(n+1,nust+1);%

Basic algebra, how to find absolute value of a number

how to find absolute value of a number

Wavelet transform, Explain how the wavelet transform based on the real bior...

Explain how the wavelet transform based on the real biorthogonal "decomposition" wavelet bior 1.5 (the wavelet shape by typing waveinfo ('bior') at the MATLAB command prompt) can

Simple related plot functions, Simple Related Plot Functions: The othe...

Simple Related Plot Functions: The other functions which are useful in customizing plots are the figure, clf, hold, leg-end, and grid. The short description of such functions

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