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.

Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

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

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

New Hope (NHC AU) Vs. Yancoal (YAL AU): Statistical Spread Hits Trigger Zone in Aussie Coal Pair

Long ICICI (ICICIBC IN) Vs. Short HDFC (HDFCB IN): Spread Trade in High-Profile Indian Bank Pair

Axis Punch: IDFC First Bank Ltd - 02nd July, 2025

Equity Bottom-Up

<ul>
<li>The <a href="https://www.smartkarma.com/entities/arena-reit" target="_blank" data-smartkarma-citation="entities:12209:1" rel="noopener">Arena REIT (ARF AU)</a> vs. <a href="https://www.smartkarma.com/entities/national-storage-reit" target="_blank" data-smartkarma-citation="entities:13762:1" rel="noopener">National Storage REIT (NSR AU)</a> Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>This relative value opportunity can be implemented as a long-short pair trade or as relative over-/underweights in a long only context.</li>
<li>
<strong>Why Read:</strong> 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>


The Arena REIT (ARF AU) vs. National Storage REIT (NSR AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.
This relative value opportunity can be implemented as a long-short pair trade or as relative over-/underweights in a long only context.

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.


Arena REIT (ARF AU) Vs National Storage REIT (NSR AU): Statistical Arbitrage in Two Australian REITs

Arena Reit

Arena REIT (ARF AU) Vs National Storage REIT (NSR AU): Statistical Arbitrage in Two Australian REITs