Financial News, Analysis and Data, FNArena

FNArena

Financial News, Analysis and Data

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

Equity Bottom-Up

<ul><li>A brief look at important company events and economic data releases next week </li></ul>

A brief look at important company events and economic data releases next week 

Origin Energy Ltd - Next Week At A Glance - 14-18 Jul 2025

<ul><li>A global perspective on what happened overnight</li></ul>

A global perspective on what happened overnight

Lifestyle Communities Ltd - The Overnight Report: Nvidia Tops US$4trn 

Derivatives and Quantitative Strategist

Gaudenz Schneider

<ul>
<li>
Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/perseus-mining-ltd" target="_blank" data-smartkarma-citation="entities:15306:1" rel="noopener">Perseus Mining (PRU AU)</a> and <a href="https://www.smartkarma.com/entities/capricorn-metals-ltd" target="_blank" data-smartkarma-citation="entities:10775:1" rel="noopener">Capricorn Metals (CMM AU)</a>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
<li>
Why Read: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Perseus Mining (PRU AU) and Capricorn Metals (CMM AU), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


Perseus Mining (PRU AU) Vs. Capricorn Metals (CMM AU): Statistical Gold Trade Hits Target

<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: Six pair trade opportunities across three markets and three sectors persist. Two </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: Six pair trade opportunities across three markets and three sectors persist. Two 

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 Roundup: Performance Recap of Pair Trades in Asia-Pacific

<ul>
<li>
Context: Statistical analysis of a relative value opportunity between <a href="https://www.smartkarma.com/entities/perseus-mining-ltd" target="_blank" data-smartkarma-citation="entities:15306:1" rel="noopener">Perseus Mining (PRU AU)</a> and <a href="https://www.smartkarma.com/entities/capricorn-metals-ltd" target="_blank" data-smartkarma-citation="entities:10775:1" rel="noopener">Capricorn Metals (CMM AU)</a>, two Australian gold miners.</li>
<li>
Highlights: Going long Perseus Mining and short Capricorn Metals targets a 9% return to the statistical mean reversion level, with Perseus offering cheaper valuations and higher growth.</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: Statistical analysis of a relative value opportunity between Perseus Mining (PRU AU) and Capricorn Metals (CMM AU), two Australian gold miners.

Highlights: Going long Perseus Mining and short Capricorn Metals targets a 9% return to the statistical mean reversion level, with Perseus offering cheaper valuations and higher growth.

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.


Perseus Mining Vs. Capricorn Metals: Striking Gold with Statistical Arbitrage

Australia

Capricorn Metals Ltd operates as an exploration and production company. The Company specializes in the gold exploration and production services. Capricorn Metals serves customers in Australia.

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

Capricorn Metals (CMM AU)

Origin Energy Ltd - Next Week At A Glance - 14-18 Jul 2025

A brief look at important company events and economic data releases next week

FNArena

Lifestyle Communities Ltd - The Overnight Report: Nvidia Tops US$4trn

A global perspective on what happened overnight

FNArena

Perseus Mining (PRU AU) Vs. Capricorn Metals (CMM AU): Statistical Gold Trade Hits Target

Perseus Mining vs. Capricorn Metals pair trade yields a profit after 10 trading days based on mean reversion, showcasing potential for short-term...

Gaudenz Schneider

Relative Value Roundup: Performance Recap of Pair Trades in Asia-Pacific

Statistical methodology identifies pair trade opportunities in various markets and sectors, offering unique insights and pair trade inspiration...

Gaudenz Schneider

Perseus Mining Vs. Capricorn Metals: Striking Gold with Statistical Arbitrage

Statistical analysis shows a pair trade opportunity by going long Perseus Mining and short Capricorn Metals. Ideal for quantitative traders...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Origin Energy Ltd - Next Week At A Glance - 14-18 Jul 2025

A brief look at important company events and economic data releases next week

FNArena

Lifestyle Communities Ltd - The Overnight Report: Nvidia Tops US$4trn

A global perspective on what happened overnight

FNArena

Perseus Mining (PRU AU) Vs. Capricorn Metals (CMM AU): Statistical Gold Trade Hits Target

Perseus Mining vs. Capricorn Metals pair trade yields a profit after 10 trading days based on mean reversion, showcasing potential for short-term...

Gaudenz Schneider

Relative Value Roundup: Performance Recap of Pair Trades in Asia-Pacific

​Statistical methodology identifies pair trade opportunities in various markets and sectors, offering unique insights and pair trade inspiration...

Gaudenz Schneider

Perseus Mining Vs. Capricorn Metals: Striking Gold with Statistical Arbitrage

​Statistical analysis shows a pair trade opportunity by going long Perseus Mining and short Capricorn Metals. Ideal for quantitative traders...

Gaudenz Schneider

Statistical methodology identifies pair trade opportunities in various markets and sectors, offering unique insights and pair trade inspiration...

Statistical analysis shows a pair trade opportunity by going long Perseus Mining and short Capricorn Metals. Ideal for quantitative traders...