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 persist across three markets and five sectors.</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 persist across three markets and five sectors.

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 (27 Jan 2026)

<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 eleven pair trade opportunities persist across four markets and five sectors.</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 eleven pair trade opportunities persist across four markets and five sectors.

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 (19 Jan 2026)

ICICI Lombard General Insurance / Equity Bottom-Up

ICICI Lombard General Insurance (ICICIGI IN)

<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 persist across three markets and six sectors.
</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 persist across three markets and six sectors.


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 (12 Jan 2025)

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 Jan 2nd (reported today). The aggregated short interest was USD30.3bn.</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 Treasury Wine Estates, IGO, Washington H Soul Pattinson&amp;Co, Aurizon, Woolworths.</li>
</ul>


We analyzed the changes in short interest of ASX Stocks as of Jan 2nd (reported today). The aggregated short interest was USD30.3bn.
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 Treasury Wine Estates, IGO, Washington H Soul Pattinson&amp;Co, Aurizon, Woolworths.


ASX Short Interest Weekly (Jan 2nd): Treasury Wine Estates, IGO, Washington H Soul Pattinson&Co

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/stockland" target="_blank" data-smartkarma-citation="entities:661:1" rel="noopener">Stockland (SGP AU)</a> vs. <a href="https://www.smartkarma.com/entities/scentre-group" target="_blank" data-smartkarma-citation="entities:9538:1" rel="noopener">Scentre Group (SCG 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 Stockland (SGP AU) and short Scentre Group (SCG AU) targets a 3% 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 Stockland (SGP AU) vs. Scentre Group (SCG AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Stockland (SGP AU) and short Scentre Group (SCG AU) targets a 3% 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 Stockland (SGP AU) Vs. Short Scentre Group (SCG AU): Pair Trade in Aussie REITS

Australia

Scentre Group develops and owns retail real estate properties. The Company is responsible for the development, design, management, leasing, and marketing of its portfolio of Westfield branded shopping centers. Scentre Group owns properties throughout Australia and New Zealand.

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

Scentre Group (SCG AU)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Jan 2026)

Discover nine pair trade opportunities across three markets and five sectors using statistical mean-reversion methodology for actionable insights.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (19 Jan 2026)

Statistical methodology identifies eleven 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 (12 Jan 2025)

Insight on statistical pair trading opportunities across ten pairs in three markets and six sectors, offering unique perspective on relative value.

Gaudenz Schneider

ASX Short Interest Weekly (Jan 2nd): Treasury Wine Estates, IGO, Washington H Soul Pattinson&Co

We analyzed ASX short interest report for the past week and highlight short interest changes in Treasury Wine Estates, IGO, Washington H Soul...

Ke Yan, CFA, FRM

Long Stockland (SGP AU) Vs. Short Scentre Group (SCG AU): Pair Trade in Aussie REITS

Stockland (SGP AU) vs. Scentre Group (SCG AU) price ratio signals a relative value trade. Essential for quantitative traders seeking mean-reversion...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Jan 2026)

​Discover nine pair trade opportunities across three markets and five sectors using statistical mean-reversion methodology for actionable insights.

Gaudenz Schneider

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (19 Jan 2026)

​Statistical methodology identifies eleven 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 (12 Jan 2025)

​Insight on statistical pair trading opportunities across ten pairs in three markets and six sectors, offering unique perspective on relative value.

Gaudenz Schneider

ASX Short Interest Weekly (Jan 2nd): Treasury Wine Estates, IGO, Washington H Soul Pattinson&Co

We analyzed ASX short interest report for the past week and highlight short interest changes in Treasury Wine Estates, IGO, Washington H Soul...

Ke Yan, CFA, FRM

Long Stockland (SGP AU) Vs. Short Scentre Group (SCG AU): Pair Trade in Aussie REITS

Stockland (SGP AU) vs. Scentre Group (SCG AU) price ratio signals a relative value trade. Essential for quantitative traders seeking mean-reversion...

Gaudenz Schneider

Discover nine pair trade opportunities across three markets and five sectors using statistical mean-reversion methodology for actionable insights.

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

Insight on statistical pair trading opportunities across ten pairs in three markets and six sectors, offering unique perspective on relative value.