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

Rungakuta methord, the basic equation of modeling radioactive decay is wher...

the basic equation of modeling radioactive decay is where the amount of the radioactive substance is at time and is the decay rate. Some radioactive substances decay into other rad

Help me..., construct a matlab program to calculate and to plot the electro...

construct a matlab program to calculate and to plot the electron and hole concentration as a function of the Fermi-level in an energy gab of Si at a Given temperature and the carri

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

Calculates the inverse of matrix by gauss-jordan elimination, Write a funct...

Write a function that solves a system of linear equations or calculates the inverse of a matrix by Gauss-Jordan elimination. Your function should accept a matrix as an argument and

Recognizing people in video based on their body", I am doing project "Recog...

I am doing project "Recognizing people in video based on their body" the system will use MATLAB to detect people based on thier body and then recognize them from their clothes "us

Matlab script that will prompt the user to enter the launch , Consider the ...

Consider the analytic solution of the projectile problem described. Write a MATLAB script that will prompt the user to enter the launch speed and angle, and will compute the peak h

Write a matlab function, There are many approaches to numerically estimatin...

There are many approaches to numerically estimating the derivative of the function.  The relationship:   is called a forward difference, since the estimate of the derivativ

Data mining, I need my data mining assignment done. Can you guys help me wi...

I need my data mining assignment done. Can you guys help me with that?

Function [x, please show me how this is coded in MATLAB

please show me how this is coded in MATLAB

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