Stock-Track requirements PDF

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Stock-Track Project Simulation requirements. For the Project, the assignment is to purchase three different currencies contracts, one contract per currency – total three. (Example one British pound, one Euro, and one Swiss franc). These contracts can be option, future, or option on future. Keep these three contracts for the full semester; and perform the followings analysis on 6 pages: Page 1: your strategy in selecting currencies, and lessons learned Success or Failure Page Page 2: you will create one spreadsheet that has daily (the full semester): a. Closing price per One $US (the contract size will be visible in Stock-Track program). b. The market index of the selected currencies (ex. CD$ with the US$ / TSX) closing daily prices c. Return per individual currency, adjusted return to Risk free, and the overall portfolio d. Risk (alpha, beta, Sharpe ratio, and Standard deviation – based on Risk free adjustment) for currency and Index e. Correlation of each currency with : i. the currency’s country stock market index ( ex British pound with FTSE) ii with the 500 S&P index of the US f. What were your strategy in selecting these currencies, any observation and learning topics. Page 3: regression analysis of these three selected currencies, as per the posted example Use the remaining of the fund available in your account to buy more of any other currencies, stocks, or option on any assets for practice purposes and to calculate the final portfolio return. Page 4 and 5: Using the portfolio Chapter, write on the relevancy of the theories to the practicality of the applying them to this simulation. Page 6: Conclusion ,what would you advise future students to improve their skills in currency investments.

Thanks Prof. Jassim...