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.

Yancoal (YAL AU) Vs. Woodside (WDS AU): Statistical Arb Opportunity in Aussie Energy

JB Hi-Fi (JBH AU) Vs. Wesfarmers (WES AU): Statistical Arbitrage as Spread Hits Three-Sigma

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (24 Nov)

Long REA Group (REA AU) Vs. Short News Corp (NWS AU): Spread Opens up Mean-Reversion Opportunity

Relative Value in Australian Banks: ANZ/Westpac Overbought; Macquarie/Bendigo to Catch Up

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/bhp-group-ltd" target="_blank" data-smartkarma-citation="entities:147:1" rel="noopener">BHP Group (BHP AU)</a> vs. <a href="https://www.smartkarma.com/entities/rio-tinto-ltd" target="_blank" data-smartkarma-citation="entities:13:1" rel="noopener">Rio Tinto (RIO 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 BHP Group (BHP AU) and short Rio Tinto (RIO AU) 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 BHP Group (BHP AU) vs. Rio Tinto (RIO AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long BHP Group (BHP AU) and short Rio Tinto (RIO AU) 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.


BetaShares Australian Resources Sector ETF (QRE AU)

BetaShares Australian Resources Sector ETF

BHP (BHP AU) Vs. Rio Tinto (RIO AU): Stat Arb Pair Trade Opportunity in High Profile Aussie Miners

BHP Group Ltd

BHP (BHP AU) Vs. Rio Tinto (RIO AU): Stat Arb Pair Trade Opportunity in High Profile Aussie Miners