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Find the Optimal Worst-Of Basket

The 100 largest Swiss stocks → 161,700 possible 3-stock baskets
for selecting Worst-Of Reverse Convertibles

  • Identify baskets with low correlation (e.g., <0.20)

  • Exclude specific sectors (e.g., Financials)|

  • Include specific stocks (e.g., Novartis)

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Identify optimal Worst-of baskets others overlook.
Lower correlation. Superior combinations.
Faster than the competition.
 

Switzerland:

The 100 largest Swiss stocks

→ 161,700 possible 3-stock baskets

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Europe:

All 600 stocks in the Stoxx 600 Europe™

→ 35,820,200 possible 3-stock baskets

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World:

All 1,319 stocks in the MSCI World Index™

> 381,588,019 possible 3-stock baskets

Franco Arda, Ph.D.

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