Ciao, qualcuno potrebbe dirmi come calcolo la distribuzione di possibili rendimenti futuri dato un titolo x. Grazie

Question

EMANUELA MANGANO 2023-5-5

回答： Rijuta 2023-5-16

Steven Lord 2023-5-5

Google translation: Hi, could someone please tell me how I calculate the distribution of possible future returns given a stock x. Thank you

Answer 1

Rijuta 2023-5-16

Hi Emanuela,

To calculate the distribution of possible future returns for a given asset in MATLAB, you can follow these steps:

Import or load the historical data for the asset's returns into MATLAB. Ensure that the data includes a good number of observations.
Compute the returns based on the historical data using the 'diff'function.
Plot a histogram to visualize the distribution of returns using the `histogram’ function in MATLAB.
MATLAB provides various distribution functions, such as normal, lognormal, t-distribution, etc. You can use the ` fitdist’ function to estimate the parameters of a specific distribution based on the data.
Once you have the fitted distribution, you can generate random samples from that distribution to simulate future returns. Use the `random’ function associated with the fitted distribution object.