Find the Optimal Worst-Of Basket
The 100 largest Swiss stocks → 161,700 possible 3-stock baskets
for selecting Worst-Of Reverse Convertibles
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Identify baskets with low correlation (e.g., <0.20)
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Exclude specific sectors (e.g., Financials)|
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Include specific stocks (e.g., Novartis)
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
Europe:
All 600 stocks in the Stoxx 600 Europe™
→ 35,820,200 possible 3-stock baskets
World:
All 1,319 stocks in the MSCI World Index™
> 381,588,019 possible 3-stock baskets
Franco Arda, Ph.D.
Swiss data engineer and analytics specialist. Expert in large-scale data processing (Microsoft Fabric, PySpark, Power BI), with experience spanning structured products (Deutsche Bank, BNP Paribas) and enterprise data solutions (Daimler, DHL, Swisscom).
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