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.

Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

CBA (CBA AU): FY 2025 Results Drive Sharp Intraday Moves - Insights for Options Traders

Macquarie (MQG AU) Vs. ANZ (ANZ AU): Statistical Arbitrage in Aussie Bank Pair

AUB Group (AUB AU) Vs. Soul Pattinson (SOL AU): Aussie Financial Pair Offers Short-Term Opportunity

Long ANZ (ANZ AU), Short National Australia Bank (NAB AU): Banking on Statistical Arbitrage

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

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

Yes Bank (YES IN) Vs. IDFC First Bank (IDFCBK IN): Quant Divergence Opens Statistical Arb Window

Equity Bottom-Up

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Context: This article provides an update on the Insight  Long <a href="https://www.smartkarma.com/entities/anz-group-holdings-ltd" target="_blank" data-smartkarma-citation="entities:40898:1" rel="noopener">ANZ (ANZ AU)</a>, Short <a href="https://www.smartkarma.com/entities/national-australia-bank-ltd" target="_blank" data-smartkarma-citation="entities:15:1" rel="noopener">National Australia Bank (NAB AU)</a>: Banking on Statistical Arbitrage, published on 22 June 2025.</li>
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Key Insights: The trade has hit its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
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Why Read: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
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Context: This article provides an update on the Insight  Long ANZ (ANZ AU), Short National Australia Bank (NAB AU): Banking on Statistical Arbitrage, published on 22 June 2025.

Key Insights: The trade has hit its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


ANZ Group (ANZ AU) Vs. National Australia Bank (NAB AU): Banking on Statistical Arbitrage Pays Off

ANZ Group Holdings

ANZ Group (ANZ AU) Vs. National Australia Bank (NAB AU): Banking on Statistical Arbitrage Pays Off