Derivatives and Quantitative Strategist

Gaudenz Schneider

Financial Economist with over 20 years of investment experience across all asset classes. He has worked as a sell-side derivatives researcher and trader on one of London’s largest trading floors, and as a structurer and portfolio manager for the buy-side in Switzerland. As head of Quantitative Strategy at an Asian WealthTech company, Gaudi and his team designed over 50 distinct investment strategies for institutional clients in Australasia.

Gaudi’s analysis follows a scientific approach based on empirical research and quantitative evidence.

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Oct)

Long F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential

Long The GPT Group (GPT AU) Vs. Short Stockland (SGP AU): 5% Stat Arb Opportunity in Aussie REITs

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)

Fast Retailing (9983 JP) Tactical Outlook: Waiting for A Rally

Fast Retailing (9983 JP) FY 2025 Results: Markets Expect a 4.7% Price Swing

Long ICICI (ICICIBC IN), Short HDFC (HDFCB IN): Fresh Statistical Arbitrage Signal in Indian Banks

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/abc-mart-inc" target="_blank" data-smartkarma-citation="entities:3213:1" rel="noopener">ABC Mart (2670 JP)</a> vs. <a href="https://www.smartkarma.com/entities/fast-retailing-co-ltd" target="_blank" data-smartkarma-citation="entities:751:1" rel="noopener">Fast Retailing (9983 JP)</a> price-ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long ABC Mart (2670 JP) and short Fast Retailing (9983 JP) targets an 11% return. Both companies reported very recently.</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 ABC Mart (2670 JP) vs. Fast Retailing (9983 JP) price-ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long ABC Mart (2670 JP) and short Fast Retailing (9983 JP) targets an 11% return. Both companies reported very recently.

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.


ABC Mart (2670 JP) Vs. Fast Retailing (9983 JP): Quant-Driven Japan Retail Pair Trade