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

Find the time domain equivalent sinusoid of phasor, 1. Given these sinusoid...

1. Given these sinusoids: x 1 (t) = 0.5cos(25t+20°),   x 2 (t)=0.85cos(25t+160°) and   x 3 (t)= 0.81cos(25t-145°) (a)  Subplot the phasors X 1 , X 2 and X 3 corresponding t

Calculate the velocity of groundwater, The characteristic properties of an ...

The characteristic properties of an aquifer can be used to calculate groundwater velocities, v groundwater (L/T), according to: where KH (L/T) is the hydraulic conductivit

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

Reading from a file, Reading from a File: A file has been once created...

Reading from a File: A file has been once created; it can be read into a matrix variable. When the file is a data file, the load function will read from the file filename.ext

Wireless communication systems-matlab, Plot way forms for the following mod...

Plot way forms for the following modulation schemes using Matlab: a)      2 ASK                     b)  BFSK                                  c) BPSK          4 ASK

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

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

Tropical forest carbon balance, As shown in Figure 1, Ecosystem carbon (C) ...

As shown in Figure 1, Ecosystem carbon (C) cycles in a tropical forest can be modeled using three "compartments":  aboveground (AG), belowground (BG), and soil organic matters (SOM

Function to threshold images - peakiness detection algorithm, 1. Write a fu...

1. Write a function to threshold your images separating the background from the foreground: Implement the "peakiness" detection algorithm described in class. The output of your

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