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.

India: Relative Value Opportunities and Pair Trades (5 Oct 2026)

India: Relative Value Opportunities and Pair Trades (12 Oct 2026)

Kotak Mahindra Bank (KMB IN) Vs Bajaj Finserv (BJFIN IN): Quant Model Signals a Fresh Pair Trade

Bajaj Finserv (BJFIN IN) Vs Bajaj Finance (BAF IN): Parent-Subsidiary Spread Hits Stat Arb Trigger

India: Relative Value Opportunities and Pair Trades (23 Sep 2026)

Godrej Properties (GPL IN) Vs DLF (DLFU IN): Divergence in India Property Pair Reaches Key Threshold

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/bajaj-finserv-ltd" target="_blank" data-smartkarma-citation="entities:5669:1" rel="noopener">Bajaj Finserv (BJFIN IN)</a> vs. <a href="https://www.smartkarma.com/entities/kotak-mahindra-bank-limited" 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 average, presenting a potential relative value opportunity.</li>
<li>
 Highlight: Going long <a href="https://www.smartkarma.com/entities/bajaj-finserv-ltd" target="_blank" data-smartkarma-citation="entities:5669:1" rel="noopener">Bajaj Finserv (BJFIN IN)</a> and short <a href="https://www.smartkarma.com/entities/kotak-mahindra-bank-limited" target="_blank" data-smartkarma-citation="entities:126:1" rel="noopener">Kotak Mahindra Bank (KMB IN)</a> targets a 4% return.</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 Bajaj Finserv (BJFIN IN) vs. Kotak Mahindra Bank (KMB IN) price ratio has deviated more than two standard deviations from its average, presenting a potential relative value opportunity.

 Highlight: Going long Bajaj Finserv (BJFIN IN) and short Kotak Mahindra Bank (KMB IN) targets a 4% return.

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.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

Bajaj Finserv (BJFIN IN) Vs Kotak Mahindra Bank (KMB IN): Fourth Stat Arb Signal for a Proven Pair