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

Reading from a file, Reading from a File: A file has been once created...

Reading from a File: A file has been once created; it can be read into a matrix variable. When the file is a data file, the load function will read from the file filename.ext

Printing vectors and matrices, Printing Vectors and Matrices: For vect...

Printing Vectors and Matrices: For vector, if the conversion character and newline character are in the format string, it will print in a column in spite of of whether the vec

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

Base o absorptoin system, plase help me to convert a theory part of ammonia...

plase help me to convert a theory part of ammonia-vapour simple absorption system into matlab programmong

Matlab assignment, Complete assignment as per attached word doc. Include fu...

Complete assignment as per attached word doc. Include function files along with Matlab assignment file.

Gray level, Calculate the gray level value for all the pixels, Computer Gra...

Calculate the gray level value for all the pixels, Computer Graphics An 8x8 image f[i,j] has gray levels given by the following equation: f [i , j]= ? i-j ? ; i,j=0,1,2,3,4,5,6,7.

Filter design, IIR filter using Bilinear trasformation

IIR filter using Bilinear trasformation

Implement the physat algorithm, Your task is to implement the PHYSAT algor...

Your task is to implement the PHYSAT algorithm in Matlab to classify the phytoplankton species in the data you have selected. An algorithm demonstrating one solution is provided b

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