Financial Markets The winning

portfolio

Group E Financial Markets Portfolio

Management

Initial Portfolio

20
50

15
15

Group E Financial Markets Portfolio

Management

Initial Portfolio Values

Group E Financial Markets Portfolio

Management

Stocks

$ 350.000

19th NOV
2014

10th DEC
2014

PROFIT /
LOSS

88,37

90,70

+1977,48

324,93

312,50

-1912,72

39,67

40,73

+1336,02

269,60

263,73

-2721,62

72,47

74,72

+1552,37

Group E Financial Markets Portfolio

Management

+231,53

Stocks Halliburton

$ 150.000

Downward
trend in Oil &
Prices
Political
issues
OPEC
Meeting
27th Nov
2014

Group E Financial Markets Portfolio

Management

Commodities

26th NOV 2014

OUT of
Halliburton
POSITION

28 NOV 2014

$ 146.291

10th DEC
2014

PROFIT

OUT of both
crude oil
positions

+ 23386.14

SHORT SELLING
crude oil
Group E - Quantitative Methods Assignment 1

Commodities

1 DEC 2014
st

$ 200.000

10th DEC
2014

PROFIT

OUT of both
crude oil
positions

+ 20165.92

OUT of gold
position

SHORT
SELLING crude
oil

Group E Financial Markets Portfolio

Management

Currencies

$ 150.000

YEN/EUR
$ 50.000
SOLD
19th NOV
2014

10th DEC
2014

PROFIT

0,00679

0,00669

+ 2242,15

Group E Financial Markets Portfolio

Management

Future DAX

$ 150.000

SOLD
19th NOV
2014

5th DEC 2014

PROFIT

26.14

28.72

+ 14.804,9

Group E Financial Markets Portfolio

Management

Ending Portfolio

Sold on Dec 5th

Currencies
15%
Futures
15%

Stocks
35%

Commodities
35%

Group E Financial Markets Portfolio

Management

10

Conclusion

Group E Financial Markets Portfolio

Management

11