Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<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 twelve pair trade opportunities across three markets and five 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 twelve pair trade opportunities across three markets and five 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 (24 Nov)

Asia Pac ECM and Index Rebal, Shenton Research

Ke Yan, CFA, FRM

Asia Pac ECM and Index Rebal

Asia Pac IPO & Placement Research, China Biotech

DZT Research

DZT Research is an independent Asia Pacific equity specialist. Our quantitative research covers index rebalancing flows, alongside exchange data analytics accross Asia Pacific. On the equity capital markets side, we focus on Asia Pacific ECM, especially biotech and TMT. Our lead analyst is frequently cited by international media.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Nov 14th (reported today). The aggregated short interest was USD27.1bn.</li>
<li>We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.</li>
<li>We highlight short interest changes in Northern Star Resources, Aristocrat Leisure, Sonic Healthcare, Super Retail, DroneShield.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Nov 14th (reported today). The aggregated short interest was USD27.1bn.
We tabulate league tables for top short by value and short as multiple of ADT, as well as weekly increases &amp; decreases in short value, short as multiple of ADT.
We highlight short interest changes in Northern Star Resources, Aristocrat Leisure, Sonic Healthcare, Super Retail, DroneShield.


ASX Short Interest Weekly (Nov 14th): Northern Star Resources, Aristocrat Leisure, Sonic Healthcare

<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 ten pair trade opportunities across four 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.

Highlights: Currently ten pair trade opportunities across four 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 (17 Nov)

<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 14 pair trade opportunities across four markets and five 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 14 pair trade opportunities across four markets and five 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 (10 Nov)

<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 ten pair trade opportunities across three markets and three 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 ten pair trade opportunities across three markets and three 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 (3 Nov)

Australia

CAR Group Limited operates as a digital marketplace for vehicles. The Company provides a diversified portfolio of brands to sell and buy cars. CAR Group serves customers worldwide.

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

CAR Group (CAR AU)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (24 Nov)

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

Gaudenz Schneider

ASX Short Interest Weekly (Nov 14th): Northern Star Resources, Aristocrat Leisure, Sonic Healthcare

We analyzed ASX short interest report for the past week and highlight short interest changes in Northern Star Resources, Aristocrat Leisure, Sonic...

Ke Yan, CFA, FRM

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

Statistical methodology identifies ten pair trade opportunities across four markets and four sectors, offering unique insights into relative value.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (10 Nov)

Statistical methodology identifies 15 pair trade opportunities across four markets and five sectors, offering unique insights into relative value.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

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

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (24 Nov)

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

Gaudenz Schneider

ASX Short Interest Weekly (Nov 14th): Northern Star Resources, Aristocrat Leisure, Sonic Healthcare

We analyzed ASX short interest report for the past week and highlight short interest changes in Northern Star Resources, Aristocrat Leisure, Sonic...

Ke Yan, CFA, FRM

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

​Statistical methodology identifies ten pair trade opportunities across four markets and four sectors, offering unique insights into relative value.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (10 Nov)

​Statistical methodology identifies 15 pair trade opportunities across four markets and five sectors, offering unique insights into relative value.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

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

Gaudenz Schneider

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

Statistical methodology identifies ten pair trade opportunities across four markets and four sectors, offering unique insights into relative value.

Statistical methodology identifies 15 pair trade opportunities across four markets and five sectors, offering unique insights into relative value.

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