Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/qbe-insurance-group-ltd" target="_blank" data-smartkarma-citation="entities:919:1" rel="noopener">QBE Insurance (QBE AU)</a> vs. <a href="https://www.smartkarma.com/entities/medibank-pvt-ltd" target="_blank" data-smartkarma-citation="entities:75:1" rel="noopener">Medibank Private (MPL 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 QBE Insurance (QBE AU) and short Medibank Private (MPL AU) targets a 8% 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 QBE Insurance (QBE AU) vs. Medibank Private (MPL AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long QBE Insurance (QBE AU) and short Medibank Private (MPL AU) targets a 8% 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 QBE (QBE AU) Vs. Short Medibank (MPL AU): Quant-Driven Insurance Pair Trade Targets 8%

<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 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 nine 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 (6 Oct)

<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 (29 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 eight 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 eight 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 (22 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 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)

Australia

Medibank Private Limited offers private health care coverage for hospital and ancillary services. The Company offers a range of health insurance products such as health, travel, pet, and life coverage to overseas students and visitors. Medibank serves customers throughout Australia.

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

Medibank Private (MPL AU)

Long QBE (QBE AU) Vs. Short Medibank (MPL AU): Quant-Driven Insurance Pair Trade Targets 8%

QBE Insurance vs. Medibank Private's price-ratio deviation presents a potential 8% return opportunity for quantitative traders seeking mean...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)

Statistical methodology identifies nine 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 (29 Sep)

Ten pair trade opportunities across four markets and four sectors, based on quantitative methodology. Offering unique insights into relative value.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 Sep)

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

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

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Long QBE (QBE AU) Vs. Short Medibank (MPL AU): Quant-Driven Insurance Pair Trade Targets 8%

QBE Insurance vs. Medibank Private's ​price-ratio deviation presents a potential 8% return opportunity for quantitative traders seeking mean...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)

​Statistical methodology identifies nine 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 (29 Sep)

Ten pair trade opportunities across four markets and four sectors, based on quantitative methodology. Offering unique insights into relative value.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 Sep)

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

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

QBE Insurance vs. Medibank Private's price-ratio deviation presents a potential 8% return opportunity for quantitative traders seeking mean...

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

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

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