Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

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<li>
Context: The <a href="https://www.smartkarma.com/entities/genesis-minerals-ltd" target="_blank" data-smartkarma-citation="entities:4650:1" rel="noopener">Genesis Minerals (GMD AU)</a> vs. <a href="https://www.smartkarma.com/entities/regis-resources-ltd" target="_blank" data-smartkarma-citation="entities:20106:1" rel="noopener">Regis Resources (RRL 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 Genesis Minerals (GMD AU) and short Regis Resources (RRL AU) targets a 9% 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 Genesis Minerals (GMD AU) vs. Regis Resources (RRL AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Genesis Minerals (GMD AU) and short Regis Resources (RRL AU) targets a 9% 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.


Genesis Minerals (GMD AU) Vs. Regis Resources (RRL AU): Gold Miners Pair Trade Targets 9%.

Australia

The iShares Physical Gold ETF is an exchange traded fund incorporated in Australia. The Fund aims to provide investors with the performance of the spot price of gold, before fees and expenses.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
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iShares Physical Gold ETF (GLDN AU)

Genesis Minerals (GMD AU) Vs. Regis Resources (RRL AU): Gold Miners Pair Trade Targets 9%.

Genesis (GMD AU) vs. Regis (RRL AU) price ratio signals a 9% relative value trade to the one-standard-deviation line, ideal for quant traders...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Genesis Minerals (GMD AU) Vs. Regis Resources (RRL AU): Gold Miners Pair Trade Targets 9%.

​Genesis (GMD AU) vs. Regis (RRL AU) price ratio signals a 9% relative value trade to the one-standard-deviation line, ideal for quant traders...

Gaudenz Schneider

Genesis (GMD AU) vs. Regis (RRL AU) price ratio signals a 9% relative value trade to the one-standard-deviation line, ideal for quant traders...