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.

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/region-re-ltd" target="_blank" data-smartkarma-citation="entities:20100:1" rel="noopener">Region (RGN AU)</a> vs. <a href="https://www.smartkarma.com/entities/waypoint-reit" target="_blank" data-smartkarma-citation="entities:22851:1" rel="noopener">Waypoint REIT (WPR 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: The pair shows strong alignment in both statistical terms and fundamental metrics and factors.</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 Region (RGN AU) vs. Waypoint REIT (WPR AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: The pair shows strong alignment in both statistical terms and fundamental metrics and factors.

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.


Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

Financial News, Analysis and Data, FNArena

FNArena

Financial News, Analysis and Data

Online financial media company focused on Australian equities, with a global perspective

<ul><li>Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions</li></ul>

Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions

NEXTDC Ltd - Rudi's View: Aussie Broadband, oOh!media, Paladin Energy, Seek, Xero & More

Rudi's View: Gold stocks & Miners, DigiCo, Pinnacle & More

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

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.

Quantitative Analysis

<ul>
<li>We analyzed the changes in short interest of ASX Stocks as of Jun 27th (reported today). The aggregated short interest was USD25.9bn.</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 National Australia Bank, Cochlear, Northern Star Resources, Brambles, Westpac.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Jun 27th (reported today). The aggregated short interest was USD25.9bn.
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 National Australia Bank, Cochlear, Northern Star Resources, Brambles, Westpac.


ASX Short Interest Weekly (Jun 27th): National Australia Bank, Cochlear, Northern Star Resources

Australia

Region RE Limited operates as a real estate investment trust. The Company focuses on investments in shopping centre, liquor retailers, and discount department stores. Region RE serves customers in Australia.

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

Region RE (RGN 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

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

A Potential relative value opportunity between Aussie REITs Region and Waypoint due to significant deviation from one-year average price-ratio.

Gaudenz Schneider

NEXTDC Ltd - Rudi's View: Aussie Broadband, oOh!media, Paladin Energy, Seek, Xero & More

Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions

FNArena

Rudi's View: Gold stocks & Miners, DigiCo, Pinnacle & More

FNArena

ASX Short Interest Weekly (Jun 27th): National Australia Bank, Cochlear, Northern Star Resources

We analyzed ASX short interest report for the past week and highlight short interest changes in National Australia Bank, Cochlear, Northern Star...

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.

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

Gaudenz Schneider

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

A Potential relative value opportunity between Aussie REITs Region and Waypoint due to significant deviation from one-year average price-ratio.

Gaudenz Schneider

NEXTDC Ltd - Rudi's View: Aussie Broadband, oOh!media, Paladin Energy, Seek, Xero & More

Update on changes to and revisions of analysts' Best Ideas and Conviction Calls, as well as Model Portfolio compositions

FNArena

Rudi's View: Gold stocks & Miners, DigiCo, Pinnacle & More

FNArena

ASX Short Interest Weekly (Jun 27th): National Australia Bank, Cochlear, Northern Star Resources

We analyzed ASX short interest report for the past week and highlight short interest changes in National Australia Bank, Cochlear, Northern Star...

Ke Yan, CFA, FRM

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