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Vital Infrastructure Thematic Portfolio

Team ETHedge's Swissquote Campus Challenge winning portfolio, built with inverse-volatility construction and benchmarked over a 10-year horizon.

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Overview

For Swissquote Campus Challenge 2025, we designed a thematic certificate centered on essential infrastructure sectors and validated it with long-horizon quantitative analysis.

What we built

  • A 26-stock universe selection process focused on energy, logistics, waste, and water-linked infrastructure players.
  • Inverse-volatility weighting to control concentration risk and stabilize portfolio behavior.
  • A 10-year backtesting framework versus S&P 500, Dow Jones, and SMI with rolling risk analytics.

Impact

  • Delivered Sharpe > 1.0 while maintaining disciplined risk characteristics.
  • Achieved lower 60-day rolling volatility than the S&P 500 in 54.6% of backtest windows.
  • Framed a thematic story investors can understand without giving up quantitative rigor.

Recognition

Team ETHedge won 1st place at Swissquote Campus Challenge and received a CHF 5,000 prize.

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