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

Error, what is an error and its types

what is an error and its types

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

Program to find the minimum total cost for the fence, A fence enclosure con...

A fence enclosure consists of a rectangle of length L and width 2 R , and a semicircle of radius R , as shown in Figure 1. The enclosure is to be built to have an area of 1600 m

Convolution, Perform the convolution of following sequences (a) x[n] = [1 2...

Perform the convolution of following sequences (a) x[n] = [1 2 3], N1 = 1 and h[n] = [1 - 1], N2 = 1 (b) x[n] = [1 2 3], N1 = 2 and h[n] = [1 - 1], N2 = 1 (c) x[n] = [1 2 3], N1 =

Example of variables and assignment statements, Example of Variables and as...

Example of Variables and assignment statements: The expression is computed and then that value is stored in the variable. For illustration, this is the way it would appear in

Model of a column loudspeaker system, Use an expression for the far-field r...

Use an expression for the far-field radiation from a plane circular piston to create a more accurate model of a column loudspeaker system - you will need to calculate individual so

Develop and submit a power-based mc snr, a) Develop and submit a power-base...

a) Develop and submit a power-based MC "SNR" simulator (derived from the voltage-based SNR program provided in MS Powerpoint file) that: i) Uses the following Input: Time period

Implement a matlab function to calculate value, Implement a MatLab function...

Implement a MatLab function to calculate y.  The function should take two input arguments 1) A vector of parameters In the above example this would be of length 3, the first

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