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.

RBA Decision on 29 September: History Suggests Bank Underperformance

CommBank (CBA AU): Expected Move on FY2026 Results and Option Insights

RBA Rate Watch: Navigating ASX 200, Banks, and Resources

Event-Driven

Commonwealth Bank of Australia / Event-Driven

<ul>
<li>The RBA raised its cash rate target to 4.60% on 29 September, its fourth 25bp increase this year.</li>
<li>Australian banks underperformed the broader market over 20 trading days following both the March and May hikes.</li>
<li>Following the latest hike, the Big Four have already underperformed the market, consistent with the pattern following the two preceding increases.</li>
</ul>


The RBA raised its cash rate target to 4.60% on 29 September, its fourth 25bp increase this year.
Australian banks underperformed the broader market over 20 trading days following both the March and May hikes.
Following the latest hike, the Big Four have already underperformed the market, consistent with the pattern following the two preceding increases.


VanEck Vectors Australian Banks ETF (MVB AU)

Aussie Banks: Underperformance May Have Further to Run After Rate Hike