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 (21 Aug 2026)

India: Relative Value Opportunities and Pair Trades (8 Sep 2026)

TCS (TCS IN) Vs Infosys (INFO IN): IT Giants Hit Pair Trade Trigger

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

Union Bank of India (UNBK IN) Vs. Canara Bank (CBK IN): Statistical Arbitrage in Indian Banks

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Aug 2026)

Mitsui & Co (8031 JP) Vs Inpex (1605 JP): Quant-Driven Pair Trade

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (10 Aug 2026)

Equity Bottom-Up

<ul>
<li>
Context: The <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> vs. <a href="https://www.smartkarma.com/entities/canara-bank" target="_blank" data-smartkarma-citation="entities:543:1" rel="noopener">Canara Bank (CBK IN)</a> price ratio has deviated 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/canara-bank" target="_blank" data-smartkarma-citation="entities:543:1" rel="noopener">Canara Bank (CBK 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 an 8% 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 Union Bank of India (UNBK IN) vs. Canara Bank (CBK IN) price ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Canara Bank (CBK IN) and short Union Bank of India (UNBK IN) targets an 8% 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.


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Canara Bank (CBK IN)  Vs Union Bank Of India (UNBK IN): Quant-Driven Pair Trade in Indian Banks