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

Programs to determine discrete fourier transform, A 12-point sequence is x ...

A 12-point sequence is x (n) defined as x(n) = { 1, 2, 3, 4, 5, 6, 6, 5, 4, 3, 2, 1}. Write MATLAB programs to (a) Determine the DFT X (k) of x(n) and plot (using stem function)

GAUSS ELIMNATION, 1;write a matlab of geuss elimination with scaling and pi...

1;write a matlab of geuss elimination with scaling and pivoting under consideration?

Advection-diffusion, You are to submit your completed MATLAB code and a sho...

You are to submit your completed MATLAB code and a short written report through the Blackboard upload facility as a single zip ?le. This zip ?le should consist of your ?nite volume

Example of variable names, Example of variable names: If nothing appea...

Example of variable names: If nothing appears when, who or whose is entered, which means there aren't any variables! For illustration, in the starting of a MATLAB session, the

Matlab code to run simulations of a batch reactor , Background Protein ther...

Background Protein therapeutics are a major component of the biotechnology industry, with sales estimated in the range of ~$99bn annually (2011) and steady market growth. Many phar

Portfolio selection problem, An individual with $10,000 to invest has ident...

An individual with $10,000 to invest has identi?ed three mutual funds as attractive opportunities. Over the last ?ve years, dividend payments (in cents per dollar invested) have be

#title.matrix, #defining matrix using only special commands

#defining matrix using only special commands

Generates sin or cos wave using plot functions, Generates sin or cos wave u...

Generates sin or cos wave using plot functions: The script generates an x vector; iterating through all the values from 0 to 2*π in steps of 2*π /40 gives sufficient points to

Size function - dimensions of matrix, Size function - Dimensions of matrix:...

Size function - Dimensions of matrix: For the matrix mat shown next, it has three rows and two columns, therefore the size is 3 × 2. The length is the larger dimension that is

Illustration of assignment statements, Illustration  of assignment stateme...

Illustration  of assignment statements: At that point, if the expression mynum 3 is entered, the default variable ans is used as the result of this expression is not assigned

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