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

Physics, how do you make a program for a parachute man falling to determine...

how do you make a program for a parachute man falling to determine his terminal velocity, having in consideration the drag force (cv^2). I have the formula to be v(i+1)=v(i)*delta(

Expert system, how can i write a programm about maze solver expert system o...

how can i write a programm about maze solver expert system only with if & then

Variables and assignment statements, Variables and Assignment Statements: ...

Variables and Assignment Statements: A variable is used in order to store a value in a MATLAB session, or in a program. The Workspace Window represents variables which have be

Program to find the undamped natural frequencies, Write a MATLAB program to...

Write a MATLAB program to find the undamped natural frequencies and modes of an electric car treating it as a four degree of freedom system. Determine the undamped natural frequenc

Write a program to calculates the standard deviation, Write a program that ...

Write a program that reads in numbers (of type double) from a file, stores them in an array, and then calculates the mean, variance, and standard deviation.   Your program shoul

Logical operators, logical operators: The logical operators are as sho...

logical operators: The logical operators are as shown below: All the logical operators operate on Boolean or logical operands. The not operator is a unary operator; wh

Type logical , Type logical: The type logical is used to store the tru...

Type logical: The type logical is used to store the true/false values. If any variables have been formed in the Command Window, they can be seen at the Workspace Window. In

Programs to determine discrete fourier transform, A 12-point sequence is x ...

A 12-point sequence is x (n) defined as x(n) = { 1, 2, 3, 4, 5, 6, 6, 5, 4, 3, 2, 1}. Write MATLAB programs to (a) Determine the DFT X (k) of x(n) and plot (using stem function)

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