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

Solution, Write a function that will take in a simplex tableau and an assoc...

Write a function that will take in a simplex tableau and an associated basis, and return the initial feasible solution of the tableau x as a column vector, as well as the objective

Monte carlo simulation, i need help with a monte carlo simulation. I have m...

i need help with a monte carlo simulation. I have most of the code, but I can''t get it to plot correctly

Ots hgi, khdjkafhoi woiruwoi epojrpeo

khdjkafhoi woiruwoi epojrpeo

Simplex method, wite a function that will take In a simplex an an associate...

wite a function that will take In a simplex an an associated and return the nitial feasible solution of the tableau x as a column vector as well as the objective the objective fun

Illustrations of if statement, Illustrations of if statement: illustra...

Illustrations of if statement: illustrations of running this script: >> sqrtifexamp Please enter a number: -4.2 The sqrt of 4.2 is 2.0 >> sqrtifexamp Please ent

Critical path method in matlab, i made graph using adjacent matrix i have t...

i made graph using adjacent matrix i have to find the critical path on that graph in matlab work can you please give me that code.

Calculate sample mean and standard deviation, Make a vector of 500 random n...

Make a vector of 500 random numbers from a normal distribution with mean 2 and standard deviation 5(randn). a After you generate the vector, verify that the sample mean and stan

Build a single phase model for the simple 3-phase system, Build a single ph...

Build a single phase model for the simple 3-phase system shown in the single line diagram shown below using SimPowerSystems in MATLAB Simulink. Data: Source Voltage

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