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 seven pair trade opportunities persist across three markets and four sectors.
</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 seven pair trade opportunities persist across three markets and four sectors.


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 (21 Sep 2026)

<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 persist across four markets and six sectors. 
</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 persist across four markets and six sectors. 


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 (14 Sep 2026)

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

Shenton Research

Shenton 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 Aug 14th (reported today). The aggregated short interest was USD49.4bn.</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 CSL, South32, Iress, Computershare, Coles.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Aug 14th (reported today). The aggregated short interest was USD49.4bn.
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 CSL, South32, Iress, Computershare, Coles.


ASX Short Interest Weekly (Aug 14th): CSL, South32, Iress, Computershare, Coles

<ul>
<li>We analysed the earning revision of component stocks of MS-Australia in the past month.</li>
<li>We tabulated stocks with the top impact on index's EPS, stocks' EPS revision, and revenue revision.</li>
<li>We highlighted EPS revision on BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy, Evolution Mining, Santos.</li>
</ul>


We analysed the earning revision of component stocks of MS-Australia in the past month.
We tabulated stocks with the top impact on index's EPS, stocks' EPS revision, and revenue revision.
We highlighted EPS revision on BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy, Evolution Mining, Santos.


MS-Australia Index Earning Revision (Jul): BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy

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.

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Jun 19th (reported today). The aggregated short interest was USD47.5bn.</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 Aristocrat Leisure, Brambles, CSL, Regis Resources, Cochlear.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Jun 19th (reported today). The aggregated short interest was USD47.5bn.
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 Aristocrat Leisure, Brambles, CSL, Regis Resources, Cochlear.


ASX Short Interest Weekly (Jun 19th): Aristocrat Leisure, Brambles, CSL, Regis Resources, Cochlear

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)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (21 Sep 2026)

Discover seven pair trade opportunities across three markets and four sectors using statistical mean-reversion methodology for actionable insights.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (14 Sep 2026)

Discover ten pair trade opportunities across four markets and six sectors using statistical mean-reversion methodology for actionable insights.

Gaudenz Schneider

ASX Short Interest Weekly (Aug 14th): CSL, South32, Iress, Computershare, Coles

We analyzed ASX short interest report for the past week and highlight short interest changes in CSL, South32, Iress, Computershare, Coles.

Ke Yan, CFA, FRM

MS-Australia Index Earning Revision (Jul): BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy

We analyzed MS-Australia's consensus for Jul 2026 and highlighted changes of EPS in BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy, Evolution...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Jun 19th): Aristocrat Leisure, Brambles, CSL, Regis Resources, Cochlear

We analyzed ASX short interest report for the past week and highlight short interest changes in Aristocrat Leisure, Brambles, CSL, Regis Resources,...

Ke Yan, CFA, FRM

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (21 Sep 2026)

​Discover seven pair trade opportunities across three markets and four sectors using statistical mean-reversion methodology for actionable insights.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (14 Sep 2026)

​Discover ten pair trade opportunities across four markets and six sectors using statistical mean-reversion methodology for actionable insights.

Gaudenz Schneider

ASX Short Interest Weekly (Aug 14th): CSL, South32, Iress, Computershare, Coles

We analyzed ASX short interest report for the past week and highlight short interest changes in CSL, South32, Iress, Computershare, Coles.

Ke Yan, CFA, FRM

MS-Australia Index Earning Revision (Jul): BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy

We analyzed MS-Australia's consensus for Jul 2026 and highlighted changes of EPS in BHP, Rio Tinto, Lynas Rare Earths, Woodside Energy, Evolution...

Ke Yan, CFA, FRM

ASX Short Interest Weekly (Jun 19th): Aristocrat Leisure, Brambles, CSL, Regis Resources, Cochlear

We analyzed ASX short interest report for the past week and highlight short interest changes in Aristocrat Leisure, Brambles, CSL, Regis Resources,...

Ke Yan, CFA, FRM

Discover seven pair trade opportunities across three markets and four sectors using statistical mean-reversion methodology for actionable insights.

Discover ten pair trade opportunities across four markets and six sectors using statistical mean-reversion methodology for actionable insights.