Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Bottom-Up

<ul>
<li>
Context: Statistical analysis of a relative value opportunity in the Australian Oil &amp; Gas industry between <a href="https://www.smartkarma.com/entities/ampol-ltd" target="_blank" data-smartkarma-citation="entities:345:1" rel="noopener">Ampol (ALD AU)</a> and <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy Group Ltd (WDS AU)</a>.</li>
<li>
Highlights: Going long Ampol and short Woodside targets an 8% return to the statistical mean reversion level.</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: Statistical analysis of a relative value opportunity in the Australian Oil &amp; Gas industry between Ampol (ALD AU) and Woodside Energy Group Ltd (WDS AU).

Highlights: Going long Ampol and short Woodside targets an 8% return to the statistical mean reversion level.

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.


Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion Trade

Australia

Woodside Energy Group Ltd operates as a petroleum exploration and production company. The Company offers crude oil, natural gas, and other petroleum products. Woodside Energy Group serves customers worldwide.

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

Woodside Energy Group (WDS LN)

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion Trade

Statistical analysis identifies an opportunity in the Australian Oil & Gas industry by going long Ampol and short Woodside. Ideal for quantitative...

Gaudenz Schneider

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion Trade

​Statistical analysis identifies an opportunity in the Australian Oil & Gas industry by going long Ampol and short Woodside. Ideal for quantitative...

Gaudenz Schneider

Statistical analysis identifies an opportunity in the Australian Oil & Gas industry by going long Ampol and short Woodside. Ideal for quantitative...