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 nine pair trade opportunities across four markets and six 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 six 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 Dec)

<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 twelve 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 twelve 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 (1 Dec)

<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 twelve pair trade opportunities across three 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 twelve pair trade opportunities across three 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 (24 Nov)

<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 (17 Nov)

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/rea-group-ltd" target="_blank" data-smartkarma-citation="entities:699:1" rel="noopener">REA Group (REA AU)</a> vs. <a href="https://www.smartkarma.com/entities/news-corp" target="_blank" data-smartkarma-citation="entities:26926:1" rel="noopener">News Corp (NWS 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 REA Group (REA AU) and short News Corp (NWS AU) targets a 5% 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 REA Group (REA AU) vs. News Corp (NWS AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long REA Group (REA AU) and short News Corp (NWS AU) targets a 5% 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 REA Group (REA AU) Vs. Short News Corp (NWS AU): Spread Opens up Mean-Reversion Opportunity

United States

News Corporation operates in the publishing industry. The Company provides publications consisting of newspapers, magazines, books and promotional inserts.

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

News Corp Class B (NWS US)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Dec)

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

Gaudenz Schneider

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

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

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (24 Nov)

Statistical methodology identifies twelve pair trade opportunities across three markets and five sectors, offering unique insights into relative...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

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

Gaudenz Schneider

Long REA Group (REA AU) Vs. Short News Corp (NWS AU): Spread Opens up Mean-Reversion Opportunity

Pair trade with a 5% target-return amid significant deviation of the price-ratio between REA Group (REA AU) and News Corp (NWS AU). Ideal for quant...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Dec)

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

Gaudenz Schneider

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

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

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (24 Nov)

​Statistical methodology identifies twelve pair trade opportunities across three markets and five sectors, offering unique insights into relative...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

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

Gaudenz Schneider

Long REA Group (REA AU) Vs. Short News Corp (NWS AU): Spread Opens up Mean-Reversion Opportunity

Pair trade with a 5% target-return amid significant deviation of the price-ratio between REA Group (REA AU) and News Corp (NWS AU). Ideal for quant...

Gaudenz Schneider

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

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

Statistical methodology identifies twelve pair trade opportunities across three markets and five sectors, offering unique insights into relative...

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