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.

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean-Reversion Signal in Aussie Energy

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

Champion Iron (CIA AU) Vs. Stanmore (SMR AU): Coal–Steel Mean Reversion Targeting 12%

Fisher & Paykel Healthcare (FPH AU) Vs. ResMed (RMD AU): Dislocation in Healthcare

The Month Ahead: Key Events in August 2025

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

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: This Insight challenges the typical mean-reversion narrative—strong momentum, company fundamentals, and catalysts suggest the pair could set up either way.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and statistical signals supporting 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: This Insight challenges the typical mean-reversion narrative—strong momentum, company fundamentals, and catalysts suggest the pair could set up either way.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and statistical signals supporting this relative value play.


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