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 Australia (8 June 2026)

Qantas (QAN AU) Vs. Brambles (BXB AU): Airlines Vs Logistics Pair Trade Signals 7% Opportunity

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 June 2026)

Subaru (7270 JP) Vs Honda (7267 JP): Auto Peers Drift Apart

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/brambles-ltd" target="_blank" data-smartkarma-citation="entities:693:1" rel="noopener">Brambles (BXB AU)</a> vs. <a href="https://www.smartkarma.com/entities/qantas-airways-ltd" target="_blank" data-smartkarma-citation="entities:677:1" rel="noopener">Qantas Airways (QAN AU)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlight: Going long <a href="https://www.smartkarma.com/entities/brambles-ltd" target="_blank" data-smartkarma-citation="entities:693:1" rel="noopener">Brambles (BXB AU)</a> and short <a href="https://www.smartkarma.com/entities/qantas-airways-ltd" target="_blank" data-smartkarma-citation="entities:677:1" rel="noopener">Qantas Airways (QAN AU)</a>  targets a 14% 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 Brambles (BXB AU) vs. Qantas Airways (QAN AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Brambles (BXB AU) and short Qantas Airways (QAN AU)  targets a 14% 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.


Brambles (BXB AU) Vs. Qantas (QAN AU): Wheels Vs. Wings Signals Trade

Brambles Ltd

Brambles (BXB AU) Vs. Qantas (QAN AU): Wheels Vs. Wings Signals Trade