report

report

Order Description

These are the write up instructions. Do your portion of each of these and send to me. Also make sure to do rows 38 and 39 for your problem sets in your excel sheet. They are in batches of 10 that need explanations. Send those to me when completed and I will copy the results summary tables into the paper. I need your parts by Sunday at noon or someone else can put it together. So all in all I need your excel sheets updated and sent to me again, and write up of each section for your problems and strategies.

The Written Report

Imagine that you are writing a report for a boss who is very busy and needs you to get right to the point. The format of the written report is:

· Section 1: a two-page executive summary (double-spaced, one-inch margins, 11 point or greater font),

· Section 2: a description of all of your strategies (needs be more than just the description you entered in cell Q27. It needs be descriptive enough for me to interpret what the strategy does.

· Section 3: Results Summary Tables for each problem set including rows 38 and 39 where you have entered your results and explanations for each problem set and including columns B and C which contain the row labels (copy from Excel and paste special | picture | enhanced metafile to Word), and

· Optional Appendix: Any additional tables and graphs that are useful to analyze your results.

The executive summary should:

1. Explain the development of your strategies.

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2. Summarize the results (what changed in the optimal trader strategy due to a change in one or two input variables) and the explanations (why it changed) that you have developed for each problem set. Optionally, discuss any additional analysis you have done of your results.

3. Explain the big picture of how all of the results and explanations fit together. Explain a short list of general principles that characterize optimal dealer strategy.

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