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.

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

Canara Bank (CBK IN) Vs. Punjab National Bank (PNB IN): Positive Outcome as Pair Reverts to Mean

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

Accounting for Soul Patts/Brickworks' Feedback Loop

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

Relative Value Roundup: Opportunities and Performance Recap of Pair Trades in Asia-Pacific

Samsung F&M (000815 KS) Vs. Woori (316140 KS): No Mean Reversion (Yet), Time to Reassess the Pair

Equity Bottom-Up

Washington H. Soul Pattinson and Co. Ltd / Equity Bottom-Up

Washington H. Soul Pattinson and Co. Ltd (SOL AU)

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/aub-group-limited" target="_blank" data-smartkarma-citation="entities:11179:1" rel="noopener">AUB Group (AUB AU)</a> vs. <a href="https://www.smartkarma.com/entities/washington-h-soul-pattinson-and-co-ltd" target="_blank" data-smartkarma-citation="entities:6054:1" rel="noopener">Soul Pattinson (SOL AU)</a> Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long <a href="https://www.smartkarma.com/entities/aub-group-limited" target="_blank" data-smartkarma-citation="entities:11179:1" rel="noopener">AUB Group (AUB AU)</a> and short <a href="https://www.smartkarma.com/entities/washington-h-soul-pattinson-and-co-ltd" target="_blank" data-smartkarma-citation="entities:6054:1" rel="noopener">Washington H. Soul Pattinson and Co. (SOL AU)</a> targets a 5% 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: The AUB Group (AUB AU) vs. Soul Pattinson (SOL AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long AUB Group (AUB AU) and short Washington H. Soul Pattinson and Co. (SOL AU) targets a 5% 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.


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