Help with writing a function of Log-return and Volatility of a stock
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
Need some help about Writing a Matlab function that computes the 20days-historical mean of log-return and volatility of a stock. Formulas as below.
Thanks in advance. Im really stuck..
0 comentarios
Respuestas (1)
Asvin Kumar
el 18 de Mzo. de 2021
I'm not sure what the terms in those expressions are. If you're new to MATLAB and would like to learn the basics, have a look at the free MATLAB Onramp course. That should get you up to speed on how to use some basic functions.
Roger has an answer on calculating log returns here. You could also look for any existing function from the Financial Toolbox that would satisy your use case.
0 comentarios
Ver también
Categorías
Más información sobre Financial Toolbox en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!