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

Function [x, please show me how this is coded in MATLAB

please show me how this is coded in MATLAB

Write a for loop to perform elementary row operations, Use Matlab to solve ...

Use Matlab to solve the following set of linear equations by Gaussian Elimination. Write a for loop to perform elementary row operations on the augmented matrix to produce

Program for combination of dynamic memory allocation, This assignment deals...

This assignment deals with the combination of dynamic memory allocation and structures to create a common data structure known as a doubly-linked list, which is shown in Figure 1.

ANFIS, How to design a FIR filter using ANFIS in MATLAB

How to design a FIR filter using ANFIS in MATLAB

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 =

Sum of two numbers, write the program sum of two numbers using matlab code

write the program sum of two numbers using matlab code

ANFIS, how to design a digital fir filter using anfis in matlab.get the cod...

how to design a digital fir filter using anfis in matlab.get the code for that.

Median, what are the steps we need to write in the script to get themedian ...

what are the steps we need to write in the script to get themedian for X values

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

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