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

Compare performance between matlab and excel, This assignment is designed t...

This assignment is designed to compare performance between Matlab and Excel for performing nonlinear regression analysis of a set of data. There are two data sets in the accompa

Filter design, IIR filter using Bilinear trasformation

IIR filter using Bilinear trasformation

Write the iterative newton root fi nding function, Write the iterative Newt...

Write the iterative Newton root nding function from lecture to be recursive. The function declaration should be root = newtonRec(f,df,x,tol). The inputs to the function are: ?

Matlab code using ant colony algorithm, Ant Colony Optimization for Optimiz...

Ant Colony Optimization for Optimization of Route path taken Ant Colony Algorithm is a potential candidate for coupled, 3D optimisation. Ant Colony Algorithm enjoys the overall

Solving 1st order differential equations, Hi, I need help with solving five...

Hi, I need help with solving five-1st order ODE which are coupled. I need to plot these as well. Could I please get a quote. Thanks

Expressions, Expressions: The Expressions can be formed using values, ...

Expressions: The Expressions can be formed using values, variables which have already been formed, operators, parentheses, and built-in functions. For numbers, these can invol

Algebra, the cost t in hundreds of dollars of tuition and fees at many comm...

the cost t in hundreds of dollars of tuition and fees at many community college can be approximated by t=1/2c+5 where c is the number of credits for which a student registers. ( 2

3-A-Day, Savannah says that the least common multiple of 4 and 6 is 24. Is ...

Savannah says that the least common multiple of 4 and 6 is 24. Is she right or what is her mistake?

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.

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