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.

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Equity Bottom-Up

<ul>
<li>The <a href="https://www.smartkarma.com/entities/bajaj-finance-ltd" target="_blank" data-smartkarma-citation="entities:8950:1" rel="noopener">Bajaj Finance Ltd (BAF IN)</a> vs. <a href="https://www.smartkarma.com/entities/kotak-mahindra-bank-ltd" target="_blank" data-smartkarma-citation="entities:126:1" rel="noopener">Kotak Mahindra Bank (KMB IN)</a> Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>While one of the two companies displays higher revenue growth, the valuation might begin to become stretched. Fundamental key figures are provided to complement the statistical analysis.</li>
<li>Trade setup, statistical properties, factor exposure, risk management strategies, and key events are discussed.</li>
</ul>


The Bajaj Finance Ltd (BAF IN) vs. Kotak Mahindra Bank (KMB IN) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.
While one of the two companies displays higher revenue growth, the valuation might begin to become stretched. Fundamental key figures are provided to complement the statistical analysis.
Trade setup, statistical properties, factor exposure, risk management strategies, and key events are discussed.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

Bajaj Finance (BAF IN) Vs. Kotak Mahindra Bank (KMB IN): A Relative Value Play