Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

My Solutions > Task 1 (Stock prices, working with data, plotting) Load a Matlab data file named NYSEstock. It contains two arrays, stocki and stock2,

image text in transcribed

My Solutions > Task 1 (Stock prices, working with data, plotting) Load a Matlab data file named NYSEstock. It contains two arrays, stocki and stock2, each having 1738 rows and 6 columns. The columns contain the following information for each stock and each day in this order): time stamp in numeric form (you can see it in date form using Matlab's function datestr) opening price . maximal price minimal price closing price trade volume a) Count on how many days the closing price of stock 1 was higher than the closing price of stock2 (result variable sihigh), and on how many days it was lower (51low). b) Calculate returns of each stock (differences between given day's and previous day's closing price). You can use Matlab's function diff. Call the results siret and s2ret. c) Which of the stocks has the highers average returns? Variable mret should have value 1 if it's stock1 and value 2 if it's stock 2. d) Which of the stocks has the highest single day return? Variable dret should have value 1 if it's stock1 and value 2 if it's stock 2 e) Plot the data in one figure having the stock closing prices together, and in another one having the returns together. My Solutions > Task 1 (Stock prices, working with data, plotting) Load a Matlab data file named NYSEstock. It contains two arrays, stocki and stock2, each having 1738 rows and 6 columns. The columns contain the following information for each stock and each day in this order): time stamp in numeric form (you can see it in date form using Matlab's function datestr) opening price . maximal price minimal price closing price trade volume a) Count on how many days the closing price of stock 1 was higher than the closing price of stock2 (result variable sihigh), and on how many days it was lower (51low). b) Calculate returns of each stock (differences between given day's and previous day's closing price). You can use Matlab's function diff. Call the results siret and s2ret. c) Which of the stocks has the highers average returns? Variable mret should have value 1 if it's stock1 and value 2 if it's stock 2. d) Which of the stocks has the highest single day return? Variable dret should have value 1 if it's stock1 and value 2 if it's stock 2 e) Plot the data in one figure having the stock closing prices together, and in another one having the returns together

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Contemporary Financial Management

Authors: R. Charles Moyer, James R. Mcguigan, William J. Kretlow

9th Edition

032416470X, 9780324164701

More Books

Students also viewed these Finance questions