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 (15 June 2026)

Waypoint REIT (WPR AU) Vs Region Group (RGN AU): Proven REIT Pair Reopens

Westpac (WBC AU) Vs ANZ (ANZ AU): Big Four Divergence Signals Pair Trade

Champion Iron (CIA AU) Vs. Stanmore (SMR AU): Steel–Coal Pair Trade Signals Again

Champion Iron (CIA CN): Rana Gruber Acquisition and DRPF To Drive Earnings Uplift

Champion Iron (CIA AU) Q4FY26: Gone Into Cash Preservation Mode

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/champion-iron-ltd" target="_blank" data-smartkarma-citation="entities:19734:1" rel="noopener">Champion Iron (CIA AU)</a> vs. <a href="https://www.smartkarma.com/entities/stanmore-coal-ltd" target="_blank" data-smartkarma-citation="entities:15252:1" rel="noopener">Stanmore Coal (SMR 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/champion-iron-ltd" target="_blank" data-smartkarma-citation="entities:19734:1" rel="noopener">Champion Iron (CIA AU)</a> and short <a href="https://www.smartkarma.com/entities/stanmore-coal-ltd" target="_blank" data-smartkarma-citation="entities:15252:1" rel="noopener">Stanmore Coal (SMR AU)</a> targets a 22% 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 Champion Iron (CIA AU) vs. Stanmore Coal (SMR AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Champion Iron (CIA AU) and short Stanmore Coal (SMR AU) targets a 22% 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.


Champion Iron (CIA AU) Vs Stanmore (SMR AU): When Coal Runs Hot and Iron Cools