Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

Fisher & Paykel Healthcare Cor / Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/fisher-paykel-healthcare-cor" target="_blank" data-smartkarma-citation="entities:24208:1" rel="noopener">Fisher &amp; Paykel Health (FPH AU)</a> vs. <a href="https://www.smartkarma.com/entities/resmed-inc-cdi" target="_blank" data-smartkarma-citation="entities:22653:1" rel="noopener">ResMed Inc (RMD 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 Fisher &amp; Paykel Health (FPH AU) and short ResMed Inc (RMD AU) targets a 7% return. However, ResMed is more attractively valued on PEG ratio basis.</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 Fisher &amp; Paykel Health (FPH AU) vs. ResMed Inc (RMD AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Fisher &amp; Paykel Health (FPH AU) and short ResMed Inc (RMD AU) targets a 7% return. However, ResMed is more attractively valued on PEG ratio basis.

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 F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential

<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 nine 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 nine 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 (15 Sep)

<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 six 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.

Highlights: Currently six 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 (8 Sep)

<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 four pair trade opportunities across two 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 four pair trade opportunities across two 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 (1 Sep)

Commonwealth Bank of Australia / 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>
Highlight: Currently seven pair trade opportunities across two markets and two 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 seven pair trade opportunities across two markets and two 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 (18 Aug)

New Zealand

Fisher & Paykel Healthcare Corporation Limited designs, manufactures and markets heated humidification products and systems for use in respiratory care and the treatment of sleep apnea.  The Company also offers patient warming and neonatal care products, including warming products and infant resuscitators.

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Fisher & Paykel Healthcare Cor (FPH AU)

Long F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential

The price-ratio between Fisher & Paykel Health and ResMed has diverged by 2 standard deviations, offering a potential relative value opportunity...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 Sep)

Statistical methodology identifies nine 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 (8 Sep)

Statistical methodology identifies six pair trade opportunities in multiple markets and sectors, offering unique insights for investors.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (1 Sep)

Statistical methodology identifies four pair trade opportunities in multiple markets and sectors, offering unique insights for investors.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 Aug)

Statistical methodology identifies seven pair trade opportunities across two markets and two sectors. Update on previously flagged opportunities,...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Long F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential

The price-ratio between Fisher & Paykel Health and ResMed has diverged by 2 standard deviations, offering a potential relative value opportunity...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 Sep)

​Statistical methodology identifies nine 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 (8 Sep)

​Statistical methodology identifies six pair trade opportunities in multiple markets and sectors, offering unique insights for investors.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (1 Sep)

​Statistical methodology identifies four pair trade opportunities in multiple markets and sectors, offering unique insights for investors.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 Aug)

​Statistical methodology identifies seven pair trade opportunities across two markets and two sectors. Update on previously flagged opportunities,...

Gaudenz Schneider

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

Statistical methodology identifies six pair trade opportunities in multiple markets and sectors, offering unique insights for investors.

Statistical methodology identifies four pair trade opportunities in multiple markets and sectors, offering unique insights for investors.

Statistical methodology identifies seven pair trade opportunities across two markets and two sectors. Update on previously flagged opportunities,...