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

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.

Matlab cubic eqn, how can i model this eqn: solve n plot x vs v x^3-2x^2+x...

how can i model this eqn: solve n plot x vs v x^3-2x^2+x=v^2(.532*10^-3) by putting v=0 to 20 and find the change in x

Input in a for loop, Input in a for Loop: The script below repeats the...

Input in a for Loop: The script below repeats the process of prompting the user for a number, and echo printing the number (that means simply printing it back out). A for loop

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;

Illustration of a conditional loop, Illustration of a conditional loop - Wh...

Illustration of a conditional loop - While loop: As an illustration of a conditional loop, we will write a function which will find the first factorial which is greater than t

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

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.

Plot the function, Consider the 3rd order Bessel function J3(x). Write a sc...

Consider the 3rd order Bessel function J3(x). Write a script findBessRoots.m that computes all the roots of J3(x) in the interval [0; 40]. Your script must store the roots of the f

Matlab to produce numerical and analytical solutions, This assignment is mo...

This assignment is motivated by the use of flybys of planets / moons in spacecraft missions to alter a spacecraft's trajectory (flight path). Planetary flybys can be used to not on

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