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>
Highlight: Three Aussie pair trade opportunities across 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.

Highlight: Three Aussie pair trade opportunities across 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.

Pan-Asia Catalysts/Events, Quiddity Advisors

David Blennerhassett

Pan-Asia Catalysts/Events

Quiddity Advisors

Event-Driven

Coronado Global Resources Inc / Event-Driven

<ul>
<li>Declining coking coal prices, operational issues, a credit rating downgrade, and Sev.en Global's failed Offer, have resulted in met coal play <a href="https://www.smartkarma.com/entities/coronado-global-resources-inc" target="_blank" data-smartkarma-citation="entities:27473:1" rel="noopener">Coronado (CRN AU)</a>'s shares trading around an all-time low. </li>
<li>Shares popped 14.8% today, and are now up ~48% from its all-time low a month ago.</li>
<li>What gives? Coronado has already confirmed the potential sale of a minority interest in certain assets. But there is speculation a full Offer may be in the wings.</li>
</ul>


Declining coking coal prices, operational issues, a credit rating downgrade, and Sev.en Global's failed Offer, have resulted in met coal play Coronado (CRN AU)'s shares trading around an all-time low. 
Shares popped 14.8% today, and are now up ~48% from its all-time low a month ago.
What gives? Coronado has already confirmed the potential sale of a minority interest in certain assets. But there is speculation a full Offer may be in the wings.


Coronado Global (CRN AU): Partial/Full Sale? Something's Up (As Is The Share Price)

<ul>
<li>
Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/ampol-ltd" target="_blank" data-smartkarma-citation="entities:345:1" rel="noopener">Ampol (ALD AU)</a> and <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy Group Ltd (WDS AU)</a>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
<li>
Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Ampol (ALD AU) and Woodside Energy Group Ltd (WDS AU), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean Reversion Delivers Profit, Trade Exit

<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: Three pair trade opportunities across three 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: Three pair trade opportunities across three 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 Roundup: Opportunities and Performance Recap of Pair Trades in Asia-Pacific

<ul>
<li>
Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/uco-bank" target="_blank" data-smartkarma-citation="entities:9669:1" rel="noopener">Uco Bank (UCO IN)</a> and <a href="https://www.smartkarma.com/entities/indian-overseas-bank" target="_blank" data-smartkarma-citation="entities:13838:1" rel="noopener">Indian Overseas Bank (IOB IN)</a>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
<li>
Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Uco Bank (UCO IN) and Indian Overseas Bank (IOB IN), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


UCO Bank (UCO IN) Vs. Indian Overseas Bank (IOB IN): Trade Closed as Mean Reversion Hits Target

Australia

New Hope Corporation Limited is a thermal coal production company based in Australia. The Company also has interests in logistics and infrastructure operations in Australia as well.

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New Hope Corp (NHC AU)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

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

Gaudenz Schneider

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean Reversion Delivers Profit, Trade Exit

Follow-up on pair trading opportunity; Ampol (ALD AU) vs. Woodside Energy Group Ltd (WDS AU) has reached an exit signal with positive return,...

Gaudenz Schneider

Relative Value Roundup: Opportunities and Performance Recap of Pair Trades in Asia-Pacific

Statistical methodology identifying and tracking pair trade opportunities across markets and sectors, offering unique insights into relative value.

Gaudenz Schneider

UCO Bank (UCO IN) Vs. Indian Overseas Bank (IOB IN): Trade Closed as Mean Reversion Hits Target

Quick turnaround: Our long UCO Bank / short IOB pair trade hit the one-standard deviation mark, delivering a 2.9% return in just two trading days.

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

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

Gaudenz Schneider

Coronado Global (CRN AU): Partial/Full Sale? Something's Up (As Is The Share Price)

At 0.1x P/B, trading around a lifetime low share price, and talk of a possible sale of assets, even if partial, you're hard pressed to be bearish...

David Blennerhassett

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean Reversion Delivers Profit, Trade Exit

​Follow-up on pair trading opportunity; Ampol (ALD AU) vs. Woodside Energy Group Ltd (WDS AU) has reached an exit signal with positive return,...

Gaudenz Schneider

Relative Value Roundup: Opportunities and Performance Recap of Pair Trades in Asia-Pacific

​Statistical methodology identifying and tracking pair trade opportunities across markets and sectors, offering unique insights into relative value.

Gaudenz Schneider

UCO Bank (UCO IN) Vs. Indian Overseas Bank (IOB IN): Trade Closed as Mean Reversion Hits Target

Quick turnaround: Our long UCO Bank / short IOB pair trade hit the one-standard deviation mark, delivering a 2.9% return in just two trading days.

Gaudenz Schneider

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

Follow-up on pair trading opportunity; Ampol (ALD AU) vs. Woodside Energy Group Ltd (WDS AU) has reached an exit signal with positive return,...

Statistical methodology identifying and tracking pair trade opportunities across markets and sectors, offering unique insights into relative value.