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

Format command, Format command: The format command can be used to cont...

Format command: The format command can be used to control the spacing between the MATLAB command or expression and the outcome; it can be either compact or loose. >> format

Homework, -The program should run always until the user enters -1 to exit f...

-The program should run always until the user enters -1 to exit from the program. - In the main, you should ask user to input any angles in degrees (Ad) and an integer number (N).

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

Design and implement binary digital modulation, Design and implement Binary...

Design and implement Binary digital modulation for a specific input signal frequency, sampling frequency and signal level for binary frequency shift keying (BFSK) by applying MATLA

Null basis and range basis, You will write functions • B=null basis(A,tol);...

You will write functions • B=null basis(A,tol); • B=range basis(A,tol); The function null basis takes a matrix A as input, and outputs a basis for the null space of A, obtained via

Generate two waveforms-analog waveform, The purpose of this lab is to intro...

The purpose of this lab is to introduce students to the basic concept of overtones. In order to generate two tones at the same time, you need to generate two waveforms and add them

Size function - dimensions of matrix, Size function - Dimensions of matrix:...

Size function - Dimensions of matrix: For the matrix mat shown next, it has three rows and two columns, therefore the size is 3 × 2. The length is the larger dimension that is

Panorama Stitching (MATLAB), I have an assignment to do by MATLAB : the ass...

I have an assignment to do by MATLAB : the assignment is to design Script that makes (Panorama Stitching) for multiple pictures .. for more information see the link : tobw.net/inde

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