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

Iterative root fi nding method, The secant method is an iterative root ndi...

The secant method is an iterative root nding method that is super-linear. The method has the advantage that it is faster than linear methods and does not require knowledge of the

Create a model or spreadsheet in matlab, The pressure radiated by a column ...

The pressure radiated by a column of in-phase monopole sources may be expressed as: Create a model (spreadsheet / MATLAB etc) for a 6 element column, where d=0.2m . Figure

Calculate the mean-mode and median, You are given data similar to the examp...

You are given data similar to the examples and sample problems in the statistics topic. Write MATLAB program to do the following: 1. Plot histogram, relative frequency histogram

Calculate displacement using indefinite integrals, Problem: A function ...

Problem: A function is given by Y= 2x3 + 3 x2 -12x + 5 a determine the finite values of x at which any local maximum of minimum occur and determine the corresponding val

Illustration of script documentation, Illustration of script Documentation:...

Illustration of script Documentation: For illustration, the script to compute the area of a circle could be modified to have comments: The first comment at the startin

Function definitions, Function definitions: There are various ways to ...

Function definitions: There are various ways to organize the scripts and functions, but for now every function which we write will be stored in a separate M-file, that is why

Linear programming, whats thye procedure for entering say an LP model, maxi...

whats thye procedure for entering say an LP model, maximisation an objective funtion ''10x+3y'' subject to: 40 300x +298y>=299 x+y=1

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