CHALLENGE! HELP!!!!

So i was given this nugget of a problem and need help big time. Would greatly appreciate the assistance.

Background for Stock Selection: - North America Small Cap holds about 150 stocks and has about 70% turnover per year. - The strategy stays relatively sector neutral (+/- 1% versus benchmark), and does not allow positions of greater than 2% relative to benchmark. It also keeps cash to under 1%. - Client does not allow ownership of tobacco, gun, or coal stocks in their portfolio.

EXCEL FILE LINK: http://ift.tt/2hyiAyi

Q1A (reference Trade list tab of excel): Assume paying commissions of 0.9 cents per share and have a minimum ticket charge of $50, are there any trades you would not execute, and if so, why not?

Q1B (reference Asset Constraints tab): Only one of the remaining tabs (Asset Constraints) shows problems with the optimization, what are those problems and what would you do to fix them?

Q2A: Prepare a csv file with the trades to be executed including only the following items with no headers: ticker, trade type, absolute value of shares, and account number

Q2B: Please double check Thursday September 15, 2016 closing prices with Friday September 16, 2016 pre-open prices (given on the pre_open_prices tab) and adjust csv file as necessary.

Q3A: If you were going to trade this package yourself using algos, such as dollar neutral; time weighted average price; volume weighted average price, or implementation shortfall, which algo would you use and why?

Q3B: If you were going to send this basket to a broker to trade and wanted him/her to use the whole day to trade so as not to push prices around, what goals would you give the broker relative to: i) prior close, ii) current day open, iii) all day VWAP, and iv) interval VWAP, v) current day close and why?

Q3C: After the broker finished executing the trades, how would you evaluate whether the broker did a good job or a poor job?

Q4: Big picture: name two ideas you might implement to try to automate some of the above processes.

Submitted November 16, 2017 at 11:19PM by McQuant89 http://ift.tt/2za0o9G