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

Diode modelling, how to model a diode in matlab given data

how to model a diode in matlab given data

Simplex method, wite a function that will take In a simplex an an associate...

wite a function that will take In a simplex an an associated and return the nitial feasible solution of the tableau x as a column vector as well as the objective the objective fun

Numerical solution to plate, I want to know how to create a numerical solut...

I want to know how to create a numerical solution code for analysing temperature/isotherms on a 2d square plate with a singular heat source and opposing edges being held at constan

Excel, Ask question Excel Ch 1.A-Grader Project-Training Workshops 1.5#Mini...

Ask question Excel Ch 1.A-Grader Project-Training Workshops 1.5#Minimum 100 words accepted#

Mod function, how to reverse the digits of positive number by using mod fun...

how to reverse the digits of positive number by using mod function?

Image processing, Hello sir, I am Bharat Prajapati.I am working on Copy-mov...

Hello sir, I am Bharat Prajapati.I am working on Copy-move forgery detection using 2D-DWT transform.How to code in matlab to detect copy-move forgery in the given image.Please help

Function char - characters and encoding, Function char: The function c...

Function char: The function char does the opposite; it converts from any number type to the type char: >> char(numequiv) ans = a As the letters of the alphabet are

Creating matrix variables- arguments , Creating matrix variables- arguments...

Creating matrix variables- arguments: The CAT arguments dimensions are not reliable. The Iterators can also be used for the values on the rows by using the colon operator;

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