Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/genesis-minerals-ltd" target="_blank" data-smartkarma-citation="entities:4650:1" rel="noopener">Genesis Minerals (GMD AU)</a> vs. <a href="https://www.smartkarma.com/entities/regis-resources-ltd" target="_blank" data-smartkarma-citation="entities:20106:1" rel="noopener">Regis Resources (RRL 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 Genesis Minerals (GMD AU) and short Regis Resources (RRL AU) targets a 9% 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 Genesis Minerals (GMD AU) vs. Regis Resources (RRL AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Genesis Minerals (GMD AU) and short Regis Resources (RRL AU) targets a 9% 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.


Genesis Minerals (GMD AU) Vs. Regis Resources (RRL AU): Gold Miners Pair Trade Targets 9%.

Research Firm with a Qualitative Overlay, Pearl Gray Equity and Research

Pearl Gray Equity and Research

Research Firm with a Qualitative Overlay

Quantitative fund & research firm with a qualitative overlay. 

Our coverage: General U.S. with a skew towards the primary sector. 

Methods: Smart Beta/Factor Pricing, Neural Networks, Street Gossip, and Common Sense.

Sprott Junior Gold Miners ETF / Equity Bottom-Up

<ul>
<li>The Sprott Junior Gold Miners ETF's investment strategy provides underwhelming value additivity.</li>
<li>The ETF is experiencing cross-sectional momentum and hosts an alluring dividend.</li>
<li>However, such features might not be enough to entice further gains. We do not think the ETF is a sell.</li>
</ul>


The Sprott Junior Gold Miners ETF's investment strategy provides underwhelming value additivity.
The ETF is experiencing cross-sectional momentum and hosts an alluring dividend.
However, such features might not be enough to entice further gains. We do not think the ETF is a sell.


SGDJ: Underweight On Junior Gold Mining Stocks

United States

Sprott Junior Gold Miners ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Solactive Junior Gold Miners Custom Factors Index.

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Sprott Junior Gold Miners ETF (SGDJ US)

Genesis Minerals (GMD AU) Vs. Regis Resources (RRL AU): Gold Miners Pair Trade Targets 9%.

Genesis (GMD AU) vs. Regis (RRL AU) price ratio signals a 9% relative value trade to the one-standard-deviation line, ideal for quant traders...

Gaudenz Schneider

SGDJ: Underweight On Junior Gold Mining Stocks

The Sprott Junior Gold Miners ETF's investment strategy provides underwhelming value additivity. The ETF is experiencing cross-sectional momentum...

Pearl Gray Equity and Research

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Genesis Minerals (GMD AU) Vs. Regis Resources (RRL AU): Gold Miners Pair Trade Targets 9%.

​Genesis (GMD AU) vs. Regis (RRL AU) price ratio signals a 9% relative value trade to the one-standard-deviation line, ideal for quant traders...

Gaudenz Schneider

SGDJ: Underweight On Junior Gold Mining Stocks

The Sprott Junior Gold Miners ETF's investment strategy provides underwhelming value additivity. The ETF is experiencing cross-sectional momentum...

Pearl Gray Equity and Research

Genesis (GMD AU) vs. Regis (RRL AU) price ratio signals a 9% relative value trade to the one-standard-deviation line, ideal for quant traders...