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

Error in variables statements, Error in variables statements: Error: T...

Error in variables statements: Error: The expression in the left of equals sign is not a valid target for an assignment. >>  By placing a semicolon at the end of the sta

Matlab coding, matlab code for path and adjancy martix between pixels

matlab code for path and adjancy martix between pixels

Built-in functions and help, Built-In Functions and help: There are lo...

Built-In Functions and help: There are lots of built-in functions in a MATLAB. The help command is used to find out what functions MATLAB has, and how to use them. For illustr

Passing multiple arguments, Passing Multiple Arguments: In many situai...

Passing Multiple Arguments: In many situaion it is essential to pass more than one argument to the function. For illustration, the volume of a cone is given by here r

Write m-function that computes simple returns as formula, Your Task: Write ...

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 estimat

Midpoint circle, drow midpoint circle for scan converting acircle in matlab...

drow midpoint circle for scan converting acircle in matlab

Pre- dicting and plotting., You will need to implement at least two Matlab...

You will need to implement at least two Matlab functions: HW3main.m and svmTrain.m. The implementation details are as follows: function [alpha] = svmTrain(X,T,kernel,C,sigma) %

Find the right hand side of the interpolation system, function y=tps(r) % ...

function y=tps(r) % This is the thin-plate spline if r  y=0; else  y=r^2*log(r); end function y=fun(point) % my target function x=point(1); z=point(2); y=7-4*x^2+z^3;

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