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: 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 <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> and short <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> targets a 6% 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 6% 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.


QBE Insurance (QBE AU) Vs. Medibank (MPL AU): Statistical Arbitrage in Australian Insurers

<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: 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 14 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 14 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 (10 Nov)

<ul>
<li>Six Australian stock pairs have triggered new mean-reversion trade signals, with price ratios deviating more than two standard deviations from their one-year averages.</li>
<li>Upcoming earnings announcements could add volatility and shape short-term trade outcomes.</li>
<li>Essential for quantitative traders seeking mean-reversion opportunities, outlining opportunities and key risk considerations.</li>
</ul>


Six Australian stock pairs have triggered new mean-reversion trade signals, with price ratios deviating more than two standard deviations from their one-year averages.
Upcoming earnings announcements could add volatility and shape short-term trade outcomes.
Essential for quantitative traders seeking mean-reversion opportunities, outlining opportunities and key risk considerations.


Six Fresh Relative Value Opportunities in Australia Signal New Stat Arb Trades

Australia

QBE Insurance Group Limited is an insurance company which underwrites most forms of commercial and industrial insurance policies, as well as individual policies. QBE also manages Lloyds syndicates and provides investment management services. The Company provides its services both domestically and internationally.

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Qbe Insurance (QBE 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