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

Find the boundary between equations , Find the boundary between each two of...

Find the boundary between each two of the equations P1, P2, P3 by solving: P1 = P2  ,  P1 = P3  ,  P2 = P3 Plot the boundary lines on a single figure that also includes the

Temperature dependence of vacancy concentrations, write a computer program ...

write a computer program that will provide a user with the equilibrium concentration of vacancies in a metallic element as a function of temperature.Temperature range should be men

Linear indexing, Linear indexing: This is termed as linear indexing. I...

Linear indexing: This is termed as linear indexing. It is generally much better style when working with the matrices to refer to the row and column indices, although. An in

Need urgent help, i want to save the values of a particular equation in a f...

i want to save the values of a particular equation in a for loop.. for ex: for i=1:100 et=(x+yz); end thus how can i store the values of et at each iteration

Write a for loop to perform elementary row operations, Use Matlab to solve ...

Use Matlab to solve the following set of linear equations by Gaussian Elimination. Write a for loop to perform elementary row operations on the augmented matrix to produce

Panorama Stitching (MATLAB), I have an assignment to do by MATLAB : the ass...

I have an assignment to do by MATLAB : the assignment is to design Script that makes (Panorama Stitching) for multiple pictures .. for more information see the link : tobw.net/inde

Digging the dirt - autonomous mining robots , Digging the Dirt: Autonomous...

Digging the Dirt: Autonomous Mining Robots   Mining is a multi-billion dollar industry and a critical part of the Australian economy. Much of the day-to-day work on mining sites

Example of printing vectors, Example of Printing vectors: For vectors ...

Example of Printing vectors: For vectors & matrices, even though formatting cannot be specified, the disp function may be simpler to use in common than fprintf as it displays

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