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

CPM AND PERT, ACTIVITIES OF A PROJECT 1-2 1-3 1-4 1-5 2-6 3-6 3-7 4-7 5-7 7...

ACTIVITIES OF A PROJECT 1-2 1-3 1-4 1-5 2-6 3-6 3-7 4-7 5-7 7-6 6-8 7-8 THE COMMPANY LOSES 2,000 FOR EVERY WEEK THE PROJECT LASTS BEYOND 30 WEEKS. fOR EACH OF THE PROPOSALS; ACTIVI

Write MATLAB scripts for the following:, To accept two numbers from the use...

To accept two numbers from the user; Display all prime numbers between these two numbers.

Customizing a plot: line types, Customizing a Plot: Line Types, Color, Mark...

Customizing a Plot: Line Types, Color, Marker Types: Plots can be completed in the Command Window, if they are really simple. Though, at many times it is desirable to customiz

Matlab programming, How can I separate a row vector into groups.

How can I separate a row vector into groups.

Diode modelling, how to model a diode in matlab given data

how to model a diode in matlab given data

Grid function - plot functions, Grid function: grid shows grid lin...

Grid function: grid shows grid lines on the graph. Called by itself, it is a toggle which turns the grid lines on & off. Alternatively, the commands grid on & grid off can

Develop matlab monte carlo queuing simulator, Answers should be submitted i...

Answers should be submitted in an MS Word document. Simulations should accompany answers in a separate MATLAB file. 1)  Queuing Simulator: Consider a communications router that

Linear programming, whats thye procedure for entering say an LP model, maxi...

whats thye procedure for entering say an LP model, maximisation an objective funtion ''10x+3y'' subject to: 40 300x +298y>=299 x+y=1

Illustration of input function, Illustration of Input function: For il...

Illustration of Input function: For illustration, >> rad = input('Enter the radius: ') Enter the radius: 5 rad = 5 If character or string input is preferred, 's' s

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