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.

NAB (NAB AU) And Macquarie (MQG AU): Options Signal Outsized Moves Ahead of Earnings

Bendigo Bank (BEN AU) Vs Macquarie (MQG AU): David Vs Goliath Pair Trade Setup Ahead of Earnings

National Australia Bank (NAB AU) Vs MVB ETF (MVB AU): Three-Sigma Gap Opens Vs Sector

Bank of Queensland (BOQ AU) Vs CommBank (CBA AU): Earnings Drop Triggers Stat Arb Signal

NAB (NAB AU) Vs Westpac (WBC AU): Peer Bank Spread Hits Stat Arb Trigger

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Apr 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Apr 2026)

Equity Bottom-Up

National Australia Bank / Equity Bottom-Up

<ul>
<li>
Context: Upcoming ASX bank earnings are in focus, with recent results already triggering sharp one-week moves across the sector.</li>
<li>
Highlight: This Insight screens ASX-listed banks across correlation, dispersion, and dislocation to identify relative value opportunities.</li>
<li>
Why Read: Explore potential bank-sector dislocations around <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>, <a href="https://www.smartkarma.com/entities/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac Banking (WBC AU),</a> and <a href="https://www.smartkarma.com/entities/bank-of-queensland-ltd" target="_blank" data-smartkarma-citation="entities:16606:1" rel="noopener">Bank of Queensland (BOQ AU)</a> ahead of several May earnings events.</li>
</ul>



Context: Upcoming ASX bank earnings are in focus, with recent results already triggering sharp one-week moves across the sector.

Highlight: This Insight screens ASX-listed banks across correlation, dispersion, and dislocation to identify relative value opportunities.

Why Read: Explore potential bank-sector dislocations around National Australia Bank (NAB AU), Westpac Banking (WBC AU), and Bank of Queensland (BOQ AU) ahead of several May earnings events.


VanEck Vectors Australian Banks ETF (MVB AU)

ASX Banks: May Earnings Could Widen Relative Value Dislocations