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

Matlab assignment, Complete assignment as per attached word doc. Include fu...

Complete assignment as per attached word doc. Include function files along with Matlab assignment file.

Triple the fundamental frequency, For the signal with four harmonics (first...

For the signal with four harmonics (first to fourth) that can be obtained from the script, do the following: a)  Place the time domain signal for the case in which all the harmo

Efficient method, The Efficient Method: Though, in MATLAB, there is an...

The Efficient Method: Though, in MATLAB, there is another built-in function which specifically produces random integers, i.e. randint. Calling the function with randint (1,1,n

College algebra, #question how to solve radicals exponents..

#question how to solve radicals exponents..

Illustrations of calling the rand function, Illustrations of calling the ra...

Illustrations of calling the rand function: The function ‘rand’ can be used to produce random real numbers; calling it produces one random real number in the range from 0 to

Tuning Fractional PID using GA and PSO algorithm, my project is on load fre...

my project is on load frequency control using FPID tuned using GA and PSO algorithm.the system is a two area system.

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.

Solve a programming problem, Write a function rid_multiple_blanks that will...

Write a function rid_multiple_blanks that will receive a string as an input argument. The string contains a sentence that may have multiple blank spaces in between some of the word

Order of precedence - operator, Order of precedence: As with the numer...

Order of precedence: As with the numerical operators, it is significant to know that the operator precedence rules. Table below shows the rules for the operators which  have b

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