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

Systems modelling and simulation , The purpose of this assignment is to use...

The purpose of this assignment is to use Matlab/Simulink to analyse and simulate a mathematical model of an electromechanical system. This system comprises two component subsystems

Operator precedence rules, Operator Precedence Rules: A few operators ...

Operator Precedence Rules: A few operators have precedence over the others. For illustration, in the expression 4 + 5 * 3, the multiplication takes the precedence over additio

Development modeling, i have a project in matlab : modeling of development ...

i have a project in matlab : modeling of development of an outer organ (hand,leg and head) i don''t know how to do it, my teacher said me, i have to make it easy, so, it means i s

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

Matlabs quad function to perform the integral, We wish to numerically perfo...

We wish to numerically perform the following integration: (a) Use Matlab's quad function to perform the above integral. (b) Analytically evaluate the integral (e.g. do t

Estimate the sample mean and sample standard deviation, The fuel consumptio...

The fuel consumption of a certain make of car may not be exactly that rated by the manufacturer. Suppose ten cars of the same model were tested for combined city and highway fuel c

1, #quest121ion..

#quest121ion..

Illustration of built-in functions and help , Illustration of Built-in func...

Illustration of Built-in functions and help: To find out what a specific function does and how to call it, type help and then the name of function. Illustration: >> help si

Generate a script, Generate a script: To generate a script, click File...

Generate a script: To generate a script, click File, then New, and then M-file. The new window will appear known as the Editor. To generate a new script, simply type the serie

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