Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>This is a follow-up on the pair trade between <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> and <a href="https://www.smartkarma.com/entities/news-corp" target="_blank" data-smartkarma-citation="entities:26926:1" rel="noopener">News Corp (NWS AU)</a>, originally flagged due to a significant deviation in their price ratio.</li>
<li>
Highlight: The pair hit its profit target as REA Group outperformed its parent post-earnings, pushing the price ratio back across the one-standard-deviation line.</li>
<li>
Why Read: This Insights shows how catalysts such as earnings events can accelerate mean-reversion trades and deliver above-target returns.</li>
</ul>


This is a follow-up on the pair trade between REA Group (REA AU) and News Corp (NWS AU), originally flagged due to a significant deviation in their price ratio.

Highlight: The pair hit its profit target as REA Group outperformed its parent post-earnings, pushing the price ratio back across the one-standard-deviation line.

Why Read: This Insights shows how catalysts such as earnings events can accelerate mean-reversion trades and deliver above-target returns.


REA Group (REA AU) Vs. News Corp (NWS AU): Earnings Catalyst Drives Mean-Reversion Win

Fisher & Paykel Healthcare Cor / 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: Currently six pair trade opportunities across three markets and 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: Currently six pair trade opportunities across three markets and 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 (04 Aug)

<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: Currently five pair trade opportunities across three markets and 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: Currently five pair trade opportunities across three markets and 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 (28 Jul)

<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.

<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 Ltd (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: Statistical mean reversion suggests going long <a href="https://www.smartkarma.com/entities/rea-group-ltd" target="_blank" data-smartkarma-citation="entities:699:1" rel="noopener">REA Group Ltd (REA AU)</a> and short <a href="https://www.smartkarma.com/entities/news-corp" target="_blank" data-smartkarma-citation="entities:26926:1" rel="noopener">News (NWS AU)</a>. A target return is provided. News Corp is the majority owner of REA.</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 Ltd (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: Statistical mean reversion suggests going long REA Group Ltd (REA AU) and short News (NWS AU). A target return is provided. News Corp is the majority owner of REA.

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.


REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

United States

News Corporation is a media and information services company. The Company's business is comprised of news and information, book publishing, digital real estate, and cable network programming services. News serves customers globally.

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News Corp (NWS AU)

REA Group (REA AU) Vs. News Corp (NWS AU): Earnings Catalyst Drives Mean-Reversion Win

Pair trade between REA Group and News Corp hits profit target as REA Group outperforms post-earnings, showcasing the impact of catalysts on mean...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (04 Aug)

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

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Jul)

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

Gaudenz Schneider

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

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

News Corp has most recently outperformed its own growth subsidiary REA Group. Mean reversion suggests going long REA Group Ltd and short News Corp.

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

REA Group (REA AU) Vs. News Corp (NWS AU): Earnings Catalyst Drives Mean-Reversion Win

​Pair trade between REA Group and News Corp hits profit target as REA Group outperforms post-earnings, showcasing the impact of catalysts on mean...

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (04 Aug)

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

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Jul)

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

Gaudenz Schneider

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

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

News Corp has most recently outperformed its own growth subsidiary REA Group. Mean reversion suggests going long REA Group Ltd and short News Corp.

Gaudenz Schneider

Pair trade between REA Group and News Corp hits profit target as REA Group outperforms post-earnings, showcasing the impact of catalysts on mean...

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

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

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