UCI Portifolio Management Research Paper

Question Description

Prior to the beginning of each assignment, your task for each

contract is to study the market and then decide whether to buy (go long) or sell (go short) before

the first daily settle price is posted.

Each student will notify the TA whether they are initially going long or short for each of the

3 contracts. This will be handled through Canvas. At the end of the 2 weeks all open positions

are closed and you determine whether you made or lost money based on how prices moved over

the 2 week interval. The TA knows your market position and will check your math in your written

assignment against the price moves over the 2 week period, for each contract and for your portfolio

of all 3 contracts combined. For each futures derivative you will only buy/sell one contract for each

assignment. This means you will hold a total of 3 contracts for each assignment. The contracts will

be entered into on the beginning assignment date and then liquidated on the ending assignment

date.

At the end of each assignment, each student will complete and submit a one page summary

with 50 words on each contract, for a total of 150 words, explaining why the prices tracked a

certain way during the 2 weeks. In the write-up, you will be asked to show the calculations behind

what the per-contract profit or loss is for each of the contracts. As part of the write-up, you will

be required to correctly cite at least one financial news article (WSJ, Economist, Financial Times,

Internet article, etc) for each of the commodities when explaining the price movement over the 2

week period. Please do not cut and paste market commentary from these sources or

you lose points.

Use those link

1. Contracts for the first assignment include:

Jun 2020 CME Gold futures (code GCM20). 100 ounces. (Long)

setttle prices: https://www.cmegroup.com/trading/metals/precious/g…

Jun 2020 CME E-mini S&P 500 Futures (code ESM20). $50 x S&P 500 Index. (Short)

settle prices: https://www.cmegroup.com/trading/equity-index/us-i…

Jun 2020 CME WTI Crude Oil (code CLM20). 1,000 bbls. (Short)

settle prices: https://www.cmegroup.com/trading/energy/crude-oil/…

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