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

Illustration of a conditional loop, Illustration of a conditional loop - Wh...

Illustration of a conditional loop - While loop: As an illustration of a conditional loop, we will write a function which will find the first factorial which is greater than t

Triple the fundamental frequency, For the signal with four harmonics (first...

For the signal with four harmonics (first to fourth) that can be obtained from the script, do the following: a)  Place the time domain signal for the case in which all the harmo

Calculate the distance between the two cars, Two cars started to move from ...

Two cars started to move from zero position with (φ = 35) as shown. For the next four minutes, do the following: 1. Calculate each car's distance from the zero position (Distanc

Input in a for loop, Input in a for Loop: The script below repeats the...

Input in a for Loop: The script below repeats the process of prompting the user for a number, and echo printing the number (that means simply printing it back out). A for loop

Quiz2, 2)''dbcont'' command for debugging is used to Select one: a. Cont...

2)''dbcont'' command for debugging is used to Select one: a. Continue normal code execution from the debug prompt. b. List all breakpoints. c. Execute (step) one or more lines

Matlab, hi, I would like to get quote for my matlab assignment help? thanks...

hi, I would like to get quote for my matlab assignment help? thanks

#title.the number of pixels related to the actual phase, #question.i want t...

#question.i want to know the number of pixels related to the actual phase value and want to separate the zero phase valued pixels from the image..

Plot the input and the output of the filter on a single plot, An FIR filter...

An FIR filter has coefficients b = [ 1.0000   -0.6387    1.0214    0.8210   -0.7470    1.0920 ] (a) Find H(z) for the filter and plot its frequency response (magnitude and phase

display in gui, how to display any words to the editto

how to display any words to the edittor

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