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

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

[Steven Lord]

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]

Hi Emanuela,

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

1. Import or load the historical data for the asset's returns into MATLAB. Ensure that the data includes a good number of observations.
2. Compute the returns based on the historical data using the 'diff'function.
3. Plot a histogram to visualize the distribution of returns using the `histogram’ function in MATLAB.
4. 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.
5. 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.