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.

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Aug 2026)

India: Relative Value Opportunities and Pair Trades (4 Aug 2026)

Bank of India (BOI IN) Vs Union Bank of India (UNBK IN): Repeat Pair Trade in PSU Banks

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

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/bank-of-india" target="_blank" data-smartkarma-citation="entities:541:1" rel="noopener">Bank Of India (BOI IN)</a> vs. <a href="https://www.smartkarma.com/entities/union-bank-of-india" target="_blank" data-smartkarma-citation="entities:546:1" rel="noopener">Union Bank Of India (UNBK IN)</a> price ratio has deviated significantly from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlight: Going long <a href="https://www.smartkarma.com/entities/bank-of-india" target="_blank" data-smartkarma-citation="entities:541:1" rel="noopener">Bank Of India (BOI IN)</a> and short <a href="https://www.smartkarma.com/entities/union-bank-of-india" target="_blank" data-smartkarma-citation="entities:546:1" rel="noopener">Union Bank Of India (UNBK IN)</a> targets a 6% 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 Bank Of India (BOI IN) vs. Union Bank Of India (UNBK IN) price ratio has deviated significantly from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Bank Of India (BOI IN) and short Union Bank Of India (UNBK IN) targets a 6% 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 500 Index (NSE500 INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

NSE Nifty PSU Bank Index (NSEPSBK INDEX EQUITY)

Bank Of India (BOI IN) Vs Union Bank Of India (UNBK IN): Proven Pair Trade Hits Trigger Zone