Assuming that you are now a mutual fund manager, you are trying to manage a portfolio of stocks, bonds, derivatives, etc. The purpose of the project is to facilitate your learning and provide an opportunity of utilizing the techniques such as short-selling, buy on margin and other trading strategies.
Requirements for project report
Your report should first outline your trading philosophy and strategy at the beginning of your trade, then provide detailed analysis on select trades (the reason you make that transaction and the cause for the results, etc.).