Ciao, qualcuno potrebbe dirmi come calcolo la distribuzione di possibili rendimenti futuri dato un titolo x. Grazie
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Ciao, qualcuno potrebbe dirmi come calcolo la distribuzione di possibili rendimenti futuri dato un titolo x. Grazie
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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
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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.
I hope these steps solve your query.
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