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Help with writing a function of Log-return and Volatility of a stock

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kubilay muameleci
kubilay muameleci 2020년 11월 3일
답변: Asvin Kumar 2021년 3월 18일
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..


Asvin Kumar
Asvin Kumar 2021년 3월 18일
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.


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