How to write a volatility forecasting report?

[santra]

I recently appeared in an interview for a quant research post in a trading company. As part of the interview, I was given a home-task to solve in a week. They gave me a dataset consisting of high-frequency price, volume data for five stocks over a duration of four months and asked me to forecast volatilities of these stocks for the next month. I used a Bayesian multivariate stochastic volatility model for this purpose. My application was rejected one day after I submitted the report. I think the method that I used is cool and currently preparing a paper (based on this method) for publishing in a quantitative finance journal. Therefore, I think the report was rejected due to the way it was written (I am an experienced statistician but an absolute noobs in Finance, just trying to change career path). Is there a format for writing these type of reports? Does anyone have an example of such report? Any help in this matter will be much appreciated.