Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/amotiv-limited" target="_blank" data-smartkarma-citation="entities:19883:1" rel="noopener">Amotiv (AOV AU)</a> vs. <a href="https://www.smartkarma.com/entities/arb-corp-ltd" target="_blank" data-smartkarma-citation="entities:19228:1" rel="noopener">ARB (ARB 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 Amotiv (AOV AU) and short ARB (ARB 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 Amotiv (AOV AU) vs. ARB (ARB AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Amotiv (AOV AU) and short ARB (ARB 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 Amotiv (AOV AU) Vs. Short ARB (ARB AU): Statistical Arbitrage in Australian Auto Parts

Financial News, Analysis and Data, FNArena

FNArena

Financial News, Analysis and Data

Online financial media company focused on Australian equities, with a global perspective

<ul><li>In today's edition: -Ask FNArena -Review All-Weather Model Portfolio -Recent Updates On Expert Views -Best Buys & Conviction Calls</li></ul>

In today's edition: -Ask FNArena -Review All-Weather Model Portfolio -Recent Updates On Expert Views -Best Buys & Conviction Calls

Rudi's View: Bega Cheese, Cettire, Harvey Norman, Sigma, SiteMinder & More

<ul><li>Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions</li></ul>

Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions

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<ul><li>Extra Edition of the Broker Call Report</li></ul>

Aurelia Metals Ltd - Australian Broker Call *Extra* Edition - Jul 10, 2025

Australia

ARB Corporation Ltd. distributes and sells motor vehicles accessories and light metal engineering works for four wheel drive vehicles.  ARB produces bull bars, rear step tow bars, turbochargers, winches and related recovery equipment. ARB's main export product is the 'Air Locker', a lockable 4-wheel drive pneumatic differential system.

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

ARB Corp Ltd (ARB AU)

Long Amotiv (AOV AU) Vs. Short ARB (ARB AU): Statistical Arbitrage in Australian Auto Parts

Opportunity for 6% return by going long Amotiv (AOV AU) and short ARB (ARB AU) for quantitative traders seeking mean-reversion pair trade...

Gaudenz Schneider

Rudi's View: Bega Cheese, Cettire, Harvey Norman, Sigma, SiteMinder & More

In today's edition: -Ask FNArena -Review All-Weather Model Portfolio -Recent Updates On Expert Views -Best Buys & Conviction Calls

FNArena

NEXTDC Ltd - Rudi's View: Aussie Broadband, oOh!media, Paladin Energy, Seek, Xero & More

Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions

FNArena

Rudi's View: Gold stocks & Miners, DigiCo, Pinnacle & More

FNArena

Aurelia Metals Ltd - Australian Broker Call Extra Edition - Jul 10, 2025

Extra Edition of the Broker Call Report

FNArena

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Long Amotiv (AOV AU) Vs. Short ARB (ARB AU): Statistical Arbitrage in Australian Auto Parts

​Opportunity for 6% return by going long Amotiv (AOV AU) and short ARB (ARB AU) for quantitative traders seeking mean-reversion pair trade...

Gaudenz Schneider

Rudi's View: Bega Cheese, Cettire, Harvey Norman, Sigma, SiteMinder & More

In today's edition: -Ask FNArena -Review All-Weather Model Portfolio -Recent Updates On Expert Views -Best Buys & Conviction Calls

FNArena

NEXTDC Ltd - Rudi's View: Aussie Broadband, oOh!media, Paladin Energy, Seek, Xero & More

Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions

FNArena

Rudi's View: Gold stocks & Miners, DigiCo, Pinnacle & More

FNArena

Aurelia Metals Ltd - Australian Broker Call *Extra* Edition - Jul 10, 2025

Extra Edition of the Broker Call Report

FNArena

Opportunity for 6% return by going long Amotiv (AOV AU) and short ARB (ARB AU) for quantitative traders seeking mean-reversion pair trade...

Aurelia Metals Ltd - Australian Broker Call Extra Edition - Jul 10, 2025