I hope you are great. I am searching for a matlab expert to make some simple gui and a little processing of the data for $20 - $30 . Please read all the 6 tasks needed before you bid. Specifically:
Create a program (script file) that will initially load the file [login to view URL] in Matlab that I ATTACH BELOW. This file contains the daily values closing 83 stocks of the S & P 500 index. In addition, in the 2nd column of the file the values of S & P 500 (SP500) are contained, while the 3rd column contains the yields of a non-risk asset (TBILL). The time period is from 31/12/2007 to 30/11/2018.
Choose 4 shares for a period of 5 years. . The first share must have a ticker starting from K. So you should choose at least one share of the PEP, PFE, PG of the excel file.
Then build a graphical menu of options, in which:
A) The average and standard deviation of the period you chose will be calculated the simple and logarithmic returns of the shares. The results should appear in the Matlab Command Window.
B) The graphs of stock prices will be shown separately (4 graphs), but also in the same graph (same axle system).
C) A vertical bar chart will be displayed in the same graphics window the mean value (μ) and the standard deviation (s) of the ordinary stock returns you chose as well as a horizontal bar chart with the coefficient coefficient of variation (CV). The coefficient of variation
is calculated as follows:
CV = σ / μ
(use the Matlab subplot function).
D) Consider the existence of extreme values in the yields of two of them four shares. Extreme values are considered to be + -2 typical deviations from the average. If there are extreme values, make the deleting the data. Then they are displayed in a graph
stock returns before and after deletion of the data.
E) The effective border of 10 portfolios will be graphically displayed.
F) Create a portfolio of your choice using weights one of the efficient border portfolios. Then calculate them Sharpe and Jensen metrics. S & P 500 prices and asset returns (TBILL) are located in the 2nd and 3rd column of the excel file respectively. The results will be displayed in the command window.
Thank you a lot!
Happy Biding :)