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

Excel, Ask question Excel Ch 1.A-Grader Project-Training Workshops 1.5#Mini...

Ask question Excel Ch 1.A-Grader Project-Training Workshops 1.5#Minimum 100 words accepted#

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(

Create a vector representing x coordinates of a measurement, Problem 1. Cr...

Problem 1. Create a vector representing x coordinates of a measurement with 20 points between 0 and 10. Create another vector y representing fake measurements which are related to

To write a program to make a marksheet in matlab, how can write a program t...

how can write a program to make a marksheet of 6 subjects?

Michael, Write a Matlab function that computes y1= tan(x) and y2= sin(x)/co...

Write a Matlab function that computes y1= tan(x) and y2= sin(x)/cos(x), returns the difference |y1–y2| and prints a message whether the two are equal or not. Test your function for

Matlab function to find and plot the dft, It is desired to determine the DF...

It is desired to determine the DFT of the analogue signal x (t) = 25 cos(10 Πt)cos(400Πt). (a) Find the Nyquist rate of the signal.   (b) What is the record (signal) length i

Statistical analysis, please tell me the procedure of Anova two Way analysi...

please tell me the procedure of Anova two Way analysis in matlab?

Option pricing, Barrier Option pricing in Matlab using MC simulation or fin...

Barrier Option pricing in Matlab using MC simulation or finite difference methods

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