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

Missing commands, hey ! why the command sawtooth and square does not exist ...

hey ! why the command sawtooth and square does not exist in Matlab R2012a?

Matlab project, I would like to ask if its possible to get help programing ...

I would like to ask if its possible to get help programing in matlab. If yes - how can I get help ?

National log, how to write the national log (ln(x)) in matlap ?

how to write the national log (ln(x)) in matlap ?

Salary calculation, write a matlab program to calculate employee salary.

write a matlab program to calculate employee salary.

Matrix, if i have a 3x2 double.. how can i run a for loop for this matrix s...

if i have a 3x2 double.. how can i run a for loop for this matrix so tht it can subtracted values of he adjacent neighbors?

Command window, Command Window: To the left of the Command Window, the...

Command Window: To the left of the Command Window, there are 2 tabs for the Current Directory Window and Workspace Window. If the Current Directory tab is selected, the files

Calculate three natural frequencies of the system, A three degree of freedo...

A three degree of freedom system is shown in Figure.  The three masses are each 1 kg and are constrained to move in the directions shown.   The three stiffnesses are   5 kN/m, 50 k

Illustrations of calling the function, Illustrations of calling the functio...

Illustrations of calling the function: Here are illustrations of calling the function: >> cylcost(32,73,4.50) ans = 661.5000 >> fprintf('The cost would be $%.2f\n'

Create a function to generate a sinusoidal signal, Create a function using ...

Create a function using mat lab to generate a sinusoidal signal. The parameters of the signal should have an Amplitude = 100, frequency = 100Hz, initial phase = 0, sample rate = 50

Find divergence of the 2-d vector field, 1. Assume that there exists a surf...

1. Assume that there exists a surface that can be modeled with the equation:  z = e-(x 2 + y 2 ).  a) Calculate ∇z at the point (x = 0, y = 0). b) In addition, use MATLAB to

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