Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal Australia (YAL AU)</a> vs. <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy (WDS AU)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long Yancoal Australia (YAL AU) and short Woodside Energy (WDS AU) targets a 6% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The Yancoal Australia (YAL AU) vs. Woodside Energy (WDS AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Yancoal Australia (YAL AU) and short Woodside Energy (WDS AU) targets a 6% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Long Yancoal (YAL AU) Vs. Short Woodside (WDS AU): Proven Pair Trade Back in Play, Targeting 6%

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal Australia (YAL AU)</a> vs. <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy Group (WDS AU)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long Yancoal Australia (YAL AU) and short Woodside Energy Group (WDS AU) targets a 7% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The Yancoal Australia (YAL AU) vs. Woodside Energy Group (WDS AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Yancoal Australia (YAL AU) and short Woodside Energy Group (WDS AU) targets a 7% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Yancoal (YAL AU) Vs. Woodside (WDS AU): Statistical Arb Opportunity in Aussie Energy

<ul>
<li>
Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.</li>
<li>
Highlights: Currently eleven pair trade opportunities across three markets and six sectors persist.</li>
<li>
Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.</li>
</ul>



Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.

Highlights: Currently eleven pair trade opportunities across three markets and six sectors persist.

Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.


Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 Dec)

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside (WDS AU)</a> vs. <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal (YAL AU)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: With Yancoal experiencing a sharp price drop after reporting earnings last week, the historically well-aligned price ratio has spiked, generating a trading signal.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The Woodside (WDS AU) vs. Yancoal (YAL AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: With Yancoal experiencing a sharp price drop after reporting earnings last week, the historically well-aligned price ratio has spiked, generating a trading signal.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Woodside (WDS AU) Vs. Yancoal (YAL AU): Spread Deviation Sparks Trading Signal

<ul>
<li>
Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.</li>
<li>
Highlight: Currently eight pair trade opportunities across three markets and four sectors persist.</li>
<li>
Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs. </li>
</ul>



Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.

Highlight: Currently eight pair trade opportunities across three markets and four sectors persist.

Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs. 


Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 Aug)

Australia

Yancoal Australia Ltd. provides mining services. The Company mines, sells, exports, and markets clean and coking coal. Yancoal operates internationally.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

Yancoal Australia (YAL AU)

Long Yancoal (YAL AU) Vs. Short Woodside (WDS AU): Proven Pair Trade Back in Play, Targeting 6%

Potential statistical arbitrage opportunity with a 6% return by going long YAL AU and short WDS AU. Essential for quantitative traders seeking mean...

Gaudenz Schneider

Yancoal (YAL AU) Vs. Woodside (WDS AU): Statistical Arb Opportunity in Aussie Energy

Long Yancoal Australia vs. Short Woodside Energy Group presents a potential 7% return opportunity for quantitative traders seeking mean-reversion...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 Dec)

Statistical methodology identifies eleven pair trade opportunities across three markets and six sectors, offering unique insights into relative...

Gaudenz Schneider

Woodside (WDS AU) Vs. Yancoal (YAL AU): Spread Deviation Sparks Trading Signal

Yancoal’s post-earnings drop sends the Woodside vs. Yancoal price ratio sharply higher, triggering a mean-reversion trading signal after a period...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 Aug)

Quantitative analysis identifies eight pair trade opportunities across three markets and four sectors, offering unique insights into relative value.

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Long Yancoal (YAL AU) Vs. Short Woodside (WDS AU): Proven Pair Trade Back in Play, Targeting 6%

Potential statistical arbitrage opportunity with a 6% return by going long YAL AU and short WDS AU. Essential for quantitative traders seeking mean...

Gaudenz Schneider

Yancoal (YAL AU) Vs. Woodside (WDS AU): Statistical Arb Opportunity in Aussie Energy

​Long Yancoal Australia vs. Short Woodside Energy Group presents a potential 7% return opportunity for quantitative traders seeking mean-reversion...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 Dec)

​Statistical methodology identifies eleven pair trade opportunities across three markets and six sectors, offering unique insights into relative...

Gaudenz Schneider

Woodside (WDS AU) Vs. Yancoal (YAL AU): Spread Deviation Sparks Trading Signal

Yancoal’s post-earnings drop sends the Woodside vs. Yancoal price ratio sharply higher, triggering a mean-reversion trading signal after a period...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 Aug)

​Quantitative analysis identifies eight pair trade opportunities across three markets and four sectors, offering unique insights into relative value.

Gaudenz Schneider

Long Yancoal Australia vs. Short Woodside Energy Group presents a potential 7% return opportunity for quantitative traders seeking mean-reversion...

Statistical methodology identifies eleven pair trade opportunities across three markets and six sectors, offering unique insights into relative...

Quantitative analysis identifies eight pair trade opportunities across three markets and four sectors, offering unique insights into relative value.