4320fin Stock-trak Spreadsheet

4320fin Stock-trak - -66.79 $331,277.54 $188,914.00 $140,685.00 $1,820.00-0.24-66.87 Buttlerfly Wal-mart $407,630.07 $188,914.30 $216,106.80

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EXAMPLE SPREADSHEET - Trading Game FINA 4320 Austin Wen SPRING 2011 David Woolridge Josh Golub Date: Cash Position Reasoning for Trading Strategy for the period 1/24/2011 $1,000,000.00 $1,000,000.00 $0.00 $0.00 1/28/2011 $954,205.41 $833,291.30 $170,272.80 $0.00 -4.58% -4.58% 2/4/2011 $1,033,672.64 $833,291.30 $150,822.80 $0.00 8.33% 3.37% 2/11/2011 $1,086,083.26 $779,206.30 $190,847.30 $0.00 5.07% 8.61% Long Apple 2/18/2011 $961,488.27 $672,566.30 $354,709.60 $0.00 -11.47% -3.85% Straddle Comcast 2/25/2011 $748,163.80 $692,380.30 $293,639.30 $0.00 -22.19% -25.18% Bull Toll Brothers Inc 3/4/2011 $820,251.68 $702,346.37 $307,202.50 $0.00 9.64% -17.97% Recover/sell Toll brothers, Increase Equity porprotion of stoc 3/11/2011 $522,465.61 $692,380.30 $284,891.50 $0.00 -36.30% -47.75% 3/18/2011 $380,539.79 $152,380.30 $224,993.10 $0.00 -27.16% -61.95% Long Wheat(ZW/H1) future 3/25/2011 $355,551.63 $190,760.30 $161,516.50 $0.00 -6.57% -64.44% Sell ishare option/ Lower Equity% 4/1/2011 $332,073.70 $190,760.30 $137,896.90 $0.00 -6.60%
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Unformatted text preview: -66.79% 4/8/2011 $331,277.54 $188,914.00 $140,685.00 $1,820.00-0.24%-66.87% Buttlerfly Wal-mart 4/15/2011 $407,630.07 $188,914.30 $216,106.80 $1,000.00 23.05%-59.24% Close Wal-mart straddle 4/22/2011 $415,854.27 $351,174.30 $62,811.00 $960.00 2.02%-58.41%-5.16% 16.24% Sharpe Ratio:-2.7 Note: All return statistics (the average, standard deviation, and the Sharpe ratio) should be based on weekly returns (rather than annualized) for our purpose Current Portfolio Value Market Value Long Market Value Short Weekly Return, R=[[V(t)-V(t-1)] /V(t-1)]*100 Cumulati ve Return, R=[V(t)-100000)] /100000 Diversify our profolio across stocks, options, and futures.And buy ishare stock as a benchmark Average Weekly Return: Standard Deviation of weekly returns: $1,000,000.00 $1,200,000.00 1 2 3 4 5 6 7 8 9 10 11 12 13 14 $0.00 $200,000.00 $400,000.00 $600,000.00 $800,000.00 Column B cks es in this assignment....
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This note was uploaded on 06/06/2011 for the course FINA 4320 taught by Professor Mckeon during the Spring '08 term at University of Georgia Athens.

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4320fin Stock-trak - -66.79 $331,277.54 $188,914.00 $140,685.00 $1,820.00-0.24-66.87 Buttlerfly Wal-mart $407,630.07 $188,914.30 $216,106.80

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