Conduct technical analysis and fundamental analysis on the assigned futures contracts and write a research report.

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Instructions

Conduct technical analysis and fundamental analysis on the assigned futures contracts and write a research report.

• Include all material as stated in the sample report.

• Conclude your work by giving recommendations i.e. to short or long these contracts.

• Use diagrams, charts, facts and figures to support your conclusion.

Also include following:

• An introduction to derivative contracts such as forward, futures, etc.

• Briefly discuss the history of such contracts and state their purpose(s).

• Explain in detail the existence of various derivative contracts in Pakistan e.g. futures on

commodities, options on index, currency forwards, swaps.

• Mention the role of various entities regarding the derivative contracts such as SBP and various

dealers.

• Explain the mechanism behind the various derivative contracts such as who can enter, how to

enter, counterparties involved, margin requirements, account settlement, underlying assets, etc.

(in the context of Pakistan).

• Explain in the detail the mechanism behind Credit Default Swap (CDS) and its role in the

recent global financial crisis; including Pakistan.

Note* Contract in BRENT100-JA19

Consider the portfolios below:

• Portfolio 1: PSX 100 index and 3-month T-bill issued by govt. of Pakistan.

• Portfolio 2: PSX 100 index and PMEX commodity index.

• Portfolio 3: 3-month T-bill issued by govt. of Pakistan and PMEX commodity index.

• Portfolio 4: PSX 100 index, PMEX commodity index and 3-month T-bill issued by govt. of Pakistan.

• Portfolio 5: PSX 100 index and Real Estate Index (Karachi, Plots).

• Portfolio 6: PMEX commodity index and Real Estate Index (Karachi, Plots).

• Portfolio 7: 3-month T-Bill issued by govt. of Pakistan and Real Estate Index (Karachi, Plots).

• Use the data from the year 2011-2017 to find out the risk and return on these portfolios.

• Use monthly average returns.

• Calculate Sharpe ratio, M-squared, Jensen’s Alpha and Treynor measure to compare the portfolios’ performance.

• Recommendation i.e. which portfolio is the best to invest.

• Conclude and highlight the optimal portfolio (in the context of portfolio theories).

• Data Source: [login to view URL], PSX, SBP, YAHOO FINANCE, OPENDOORS, PMEX, IMF,

WORLD BANK and TRADING ECONOMICS.

• Show all your workings on Microsoft Excel, Microsoft Word.

• Construct risk and return graphs on Microsoft Excel for each portfolio

会计 商业分析 Excel 财务 财务分析

项目ID: #18599387

关于项目

10个方案 远程项目 活跃的5 年前

有10名威客正在参与此工作的竞标,均价$47/小时

daniyal3214

I am a professional Financial Analyst holding years of experience in performing similar analysis for various companies and stock indices from the various parts of the world. I will be happy to discuss in detail.

$60USD 在1天里
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citijayamala

1. I am an expert in writing technical analysis and fundamental analysis on the assigned futures contracts and also an expert in research report. 2. Also an expert in Academic writing, research reports, essays and a 更多

$80USD 在1天里
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usamafca71

I can Charted Accountant Affiliate and I have more than 5-year experience in the field of finance. l audit and accounting. I have performed more than+50 accounts related assignment. Risk assessment is a very important 更多

$25USD 在1天里
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shivampanchal

I have a good hands on working with Advanced R and Python and BI tools and technologies, AI, Big Data. I have quite a good knowledge of DL/ML Algorithm , have also developed Dashboards and Web Applications using flask/ 更多

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evilcop751

I AM WORKING ON MICROSOFT OFFICE AND I HAVE GREAT EXPERIENCE ON MICROSOFT OFFICE AND I AM GOOD IN MY SKILLS

$25USD 在1天里
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traitor96

I have personally invested in PSX and know a bit about future contracts. Further, my daily work includes conducting research on these mentioned areas. I am up for it

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alexjaandraa

Soy una persona bastante ordenada, cumplo con las actividades indicadas en tiempo y forma. Con un desempeño eficiente

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hdrziaulislam

I have a lot of working experience regarding quantitative, qualitative as well as technical analysis and report writing. Being a statistician I can do this job with quality. So I am ready to do the job and request you 更多

$30 USD 在3天内
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tvenugopal028

Masters in accounting and analytics.. Excel skill Relevant Skills and Experience Excel Financial analysis Did a project on derivatives

$45 USD 在7天内
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dbarretosoares

I am from Brazil. I have experience in finantial market, digital marketing and planning area. I am very excited to work in your project

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