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.

Magellan Financial (MFG AU) Vs Credit Corp (CCP AU): Proven but Risky Pair Signals Again

Australia: Relative Value Opportunities and Pair Trades (29 Sep 2026)

Australia: Relative Value Opportunities and Pair Trades (6 Oct 2026)

Credit Corp (CCP AU) Vs. Magellan (MFG AU): Mean Reversion Beats Momentum, 19% Return

Credit Corp (CCP AU) Vs. Magellan Financial (MFG AU): Mean Reversion Meets Momentum

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (2 Feb 2026)

Tokuyama (4043 JP) Vs. Inpex Corp (1605 JP): Statistical Arbitrage Targeting 12%

Suzuki (7269 JP) Vs. Toyota (7203 JP): New Opportunity in Proven Pair

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/credit-corp-group-ltd" target="_blank" data-smartkarma-citation="entities:12691:1" rel="noopener">Credit Corp (CCP AU)</a> vs. <a href="https://www.smartkarma.com/entities/magellan-financial-group-ltd" target="_blank" data-smartkarma-citation="entities:20459:1" rel="noopener">Magellan Financial (MFG 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/credit-corp-group-ltd" target="_blank" data-smartkarma-citation="entities:12691:1" rel="noopener">Credit Corp (CCP AU)</a> and short <a href="https://www.smartkarma.com/entities/magellan-financial-group-ltd" target="_blank" data-smartkarma-citation="entities:20459:1" rel="noopener">Magellan Financial (MFG AU)</a> targets a 9% 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 Credit Corp (CCP AU) vs. Magellan Financial (MFG AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Credit Corp (CCP AU) and short Magellan Financial (MFG AU) targets a 9% 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.


Credit Corp (CCP AU) Vs. Magellan Financial (MFG AU): Event-Driven Shock Opens 9% Pair Trade