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
• 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
12 freelancers are bidding on average $44 for this job
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.
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