Investment Policy Statement: Price Discovery without Trading Research Paper

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The faux investment fund will be investing in four stocks. The first stock is Apple Inc. (AAPL); Apple Inc. is a publicly-traded organization performing in the industry of electronic devices and computerized technologies production and design (O’Regan, 2018). The second stock is Exxon Mobil Corporation (XOM); Exxon Mobil Corporation is a publicly-traded company that explores crude oil and natural gas. The third stock is Google Inc. (GOOG); Google Inc. is a publicly traded company that provides Internet-related services and products. The fourth and final stock is Amazon.com, Inc. (AMZN); Amazon.com, Inc. is a publicly-traded company that offers a range of products and services through its online platform.

Type of Securities to Invest

The portfolio will invest primarily in common stocks, which may be denominated in U.S. dollars or foreign currencies. One should invest in equity securities of companies with large market capitalizations. However, the adviser may invest, without limitation, in equity securities of companies of any size. The fund should be diversified with at most 25% of the portfolio in any stock to ensure that the maximum prices are restricted, which will allow for preserving the minimum price (Yu, 2019). The fund should be rebalanced annually, have a target asset allocation, and have a clear risk tolerance statement.

Trading Strategy

The faux investment fund will use a buy-and-hold approach to achieve capital appreciation over the long term. This strategy involves buying stocks and holding them for an extended period, regardless of market conditions (Graham & Dodd, 2020). In addition, the adviser will use a “value” investment style and employ a bottom-up stock selection approach. According to Sicsú (2020), the investment process is research intensive. It is designed to identify companies that are trading at a significant discount to their intrinsic value and have catalysts likely to close that gap over a reasonable period.

Market Orders and Reporting

The faux investment fund will be using a limit market order. While a market order is an order to buy or sell a security at the current market price, a limit order allows for setting a maximum price limitation (Brogaard et al., 2019, Yu, 2019). In particular, the performance of each stock in the portfolio will be reviewed, and adjustments will be made as necessary. The portfolio will be rebalanced quarterly to ensure asset allocation remains aligned with the investment goals.

References

Brogaard, J., Hendershott, T., & Riordan, R. (2019). Price discovery without trading: Evidence from limit orders. The Journal of Finance, 74(4), 1621–1658. Web.

Graham, B., & Dodd, D. L. F. (2020). Security Analysis: The Classic 1940 Second Edition. Echo Point Books & Media, LLC.

O’Regan, G. (2018). World of computing. Springer.

Sicsú, J. (2020). . Journal of Post Keynesian Economics, 43(1), 139–166. Web.

Yu, X. (2019). Diffusion scaling of a limit-Order book: The asymmetric case [Doctoral dissertation], Carnegie Mellon University.

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IvyPanda. "Investment Policy Statement: Price Discovery without Trading." December 11, 2023. https://ivypanda.com/essays/investment-policy-statement-price-discovery-without-trading/.

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