Dakota State University
BUS 418 Financial Futures & Options
Spring 2001

Futures Contract Study Project

[project.doc]

 
Points:	  Computer Assignments (3x20)		  60 points
	  Class presentation with corrected #3    30
	  Final report				  50
		  	Total		         140 points
Final 
Report
Due:	  Tuesday, May 8, 2001   10:00 pm
Contract: Your choice of contract must be approved by me.
Report
Format:	  Narratives in the final report should be typed, 
	  single-spaced, with one-inch margins, and in 
          Standard error-free English.
Report
Outline:
     Section		Topic
	1		Cover page
	2		Specifications of the contract. This can be a 
			printout from the exchange on which the 
			contract is listed.
	3		Wall Street Journal quotations, enlarged and
			isolated, i.e., snip off extraneous contract
			quotations.
	4		One delayed intraday quote from Futuresource.com.
	5		Computer Assignment #1 Charting Futures Prices
	6		Computer Assignment #2 Technical Analysis: Moving Averages
	7		Computer Assignment #3 Account Equity and Charting
	8		Analysis and discussion:
			a) volatility of futures price of your contract during the 
                           study project
			b) pattern of open interest during the course of the study
                           project
			c) trends and/or patterns visible in price chart, 
    		           i.e., a technical analysis discussion not 
                           referring to the moving averages of Computer 
                           Assignment #2. Make a copy of the price chart
                           and draw directly on the chart and add comments.
			d) theory of the moving averages technique, i.e. how the 
                           technique generates buy and sell signals 
			e) account equity performance for one contract:
			   1) initial margin
 			   2) final profit or loss in dollars
			   3) final profit of loss as a percent of margin
			   4) largest profit at any time (dollars and percent)
			   5) largest loss (drawdown) at any time (dollars and percent)
			g) effectiveness of the moving averages technique 
                  
	 9		Words of wisdom for trading the contract you 
			studied based on:
			a) your own experience 
			b) any discussions you've read elsewhere 

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