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.

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

Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (04 Aug)

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

Equity Bottom-Up

<ul>
<li>This is a follow-up on the relative value trade between <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 <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>, originally flagged due to a significant deviation in their price ratio.</li>
<li>
<strong>Highlight: </strong><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> surged 16.2% post-earnings, driving the pair to close with a 19.1% return in just 7 days. </li>
<li>
<strong>Why Read:</strong> Demonstrates how mean-reversion setups can still outperform, even in the presence of strong momentum. A valuable Insight for relative value traders navigating trend-heavy environments.</li>
</ul>


This is a follow-up on the relative value trade between Credit Corp (CCP AU) and Magellan Financial (MFG AU), originally flagged due to a significant deviation in their price ratio.

Highlight: Credit Corp (CCP AU) surged 16.2% post-earnings, driving the pair to close with a 19.1% return in just 7 days. 

Why Read: Demonstrates how mean-reversion setups can still outperform, even in the presence of strong momentum. A valuable Insight for relative value traders navigating trend-heavy environments.


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