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

Hand Detection, I need a source code for hand detection in matlab please .....

I need a source code for hand detection in matlab please ....

Airy equations, Need help programming in Matlab for airy equations

Need help programming in Matlab for airy equations

Relational expressions, Relational Expressions: The Conditions in if s...

Relational Expressions: The Conditions in if statements use expressions which are theoretically, or logically, either true or false. These expressions are termed as relational

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

DEVANAGANRI CHARACTER RECOGNITIO, RECOGNIZER and TRANSLATOR: i want to rec...

RECOGNIZER and TRANSLATOR: i want to recognized devanagari word using matlab. I have done it using template matching. but i am not get devanagari word at the output. But get speci

Lab 2, You">http://www.cs.utsa.edu/~cs1173/labs/laboratory2.html You can g...

You">http://www.cs.utsa.edu/~cs1173/labs/laboratory2.html You can go to this link and it should come up I need this by tommorow at 10:00 I just need the published part where you r

#signals and systems, convolve the following sequences using tabulation met...

convolve the following sequences using tabulation method and verify the same using matrix mmethhod

Example of referring elements, Example of Referring elements: the vect...

Example of Referring elements: the vector can also be extended. For illustration, the following generates a vector which has three elements. And then referring to the fourth e

Finite difference method, Finite Difference Method for An Elliptic Partial ...

Finite Difference Method for An Elliptic Partial Differential Equation   Problem  Use the finite difference method and MatLab code to solve the 2D steady-state heat equat

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