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 (12 Jan 2025)

Inpex Corp (1605 JP) Vs. NGK Insulators (5333 JP): Quant Mean-Reversion Hits Trigger Zone

Indian Overseas Bank (IOB IN) Vs. Central Bank Of India (CBOI IN): Quant-Driven Relative Value Trade

Perseus Mining (PRU AU) Vs. Capricorn Metals (CMM AU): Statistical Gold Trade Hits Target

Long Capricorn (CMM AU) Vs. Short Genesis (GMD AU): 8% Stat Arb Opportunity in Aussie Gold Miners

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (5 Jan '26)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Dec)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/capricorn-metals-ltd" target="_blank" data-smartkarma-citation="entities:10775:1" rel="noopener">Capricorn Metals (CMM AU)</a> vs. <a href="https://www.smartkarma.com/entities/perseus-mining-ltd" target="_blank" data-smartkarma-citation="entities:15306:1" rel="noopener">Perseus Mining (PRU 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 <a href="https://www.smartkarma.com/entities/capricorn-metals-ltd" target="_blank" data-smartkarma-citation="entities:10775:1" rel="noopener">Capricorn Metals (CMM AU)</a> and short <a href="https://www.smartkarma.com/entities/perseus-mining-ltd" target="_blank" data-smartkarma-citation="entities:15306:1" rel="noopener">Perseus Mining (PRU AU)</a> targets a 5% 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 Capricorn Metals (CMM AU) vs. Perseus Mining (PRU AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Capricorn Metals (CMM AU) and short Perseus Mining (PRU AU) targets a 5% 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.


VanEck Vectors Junior Gold Miners ETF (GDXJ US)

Capricorn Metals (CMM AU) Vs. Perseus Mining (PRU AU): Gold Miners Stat Arb Opportunity Returns