应用金融作业代写 GSBS6142代写

GSBS6142 T2 2022 GROUP ASSIGNMENT

REPORT TEMPLATE

应用金融作业代写 Technical/fundamental analysis of the underlying security to form expectation about future price/volatlity movement?

TASK 1:

1.EXECUTIVE SUMMARY (quick summary of what have been done and the outcome)

2.ANALYSIS ON THE UNDERLYING SECURITY/MARKET CONDITION.

Technical/fundamental analysis of the underlying security to form expectation about future price/volatlity movement?
Market/Industry outlook and how that affects your trading expectation/forecast on the underlying security.

Note: you should make use of FACTSET to acquire relevant information related to market condition and/or specific information to the underlying asset. Option data can be retrieved from Factset or else transaction records from the Implied Volatlity Platform.

3.TRADING STRATEGY 应用金融作业代写

Details of trading strategy employed (trading objective, pros and cons of the strategy employed compared to other trading alternatives if any, contracts used, expected payoffs-table and diagram at the initial set up).
Initial anticipation of when it would be the best time to close out the position/rebalance your position (at a certain point in time or conditional on certain price/volatility movement).
How your strategy is monitored and rebalanced over time to adapt to new information/market condition.

Note: you should provide clear justification for any trading/rebalancing decisions made throughout the trading process. 应用金融作业代写

4.PERFORMANCE ANALYSIS AND REASONS FOR PERFORMANCE

Performance analysis (calculation of profit breakdown before and after transaction costs based on a list of realistic pricing/trading records for all transactions)
Critically analyse and discuss reasons for the final performance

Note: you should evaluate whether the profit/loss was driven by any (un)expected movements in the underlying security or any other relevant factors.

5.CONCLUSION AND FUTURE IMPROVEMENT

Key learning take-away from this trading experience (strength/weakness/what has been done well).
Existing limitations in the current trading set-up/your trading decisions and how things could have been improved.

TASK 2:

1.EXECUTIVE SUMMARY (quick summary of what have been done and the outcome)

2.ANALYSIS TO IDENTIFY THE MISPRICED OPTION

How the mispriced option is identified (justifying clearly why you think the instrument is mispriced and providing evidence that all information used in your analysis are realistic figures). You need to specify the model and data used to perform the analysis.
Discuss possible reasons for the mispricing observed.

Note: you should make use of FACTSET to acquire relevant input information such as the risk-free rate, historical volatility/implied volatility, underlying price etc. Option data can be retrieved from Factset/Implied Volatlity Platform.

3.DELTA NEUTRAL PORTFOLIO 应用金融作业代写

Details of the delta-neutral portfolio that is formed to exploit the mispricing (justifying whether the portfolio will deliver the intended outcome, the pros and cons using a delta-neutral portfolio given the trading objective).
Initial anticipation of when it would be the best time to close out the position your position (for instance, at a certain point in time or conditional on certain price movement).
Trading position at the initial set up
Portfolio rebalancing over time to maintain a delta neutral position.

Note: you should provide clear justification for decisions on how often to rebalance your delta hedge and when to close your position.