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 (1 Sep)

Long IGO (IGO AU) Vs. Short Iluka (ILU AU): Pair Trade Setup Amid Turnaround Potential

Long Kotak Mahindra (KMB IN) Vs. Short Bajaj Finance (BAF IN): Statistical Arbitrage in Indian Banks

CBA (CBA AU) Vs. Bank of Queensland (BOQ AU): Quant Signal Flags Trading Opportunity

Macquarie (MQG AU) Vs. ANZ (ANZ AU): Statistical Arbitrage in Aussie Bank Pair

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

CBA (CBA AU): FY 2025 Results Drive Sharp Intraday Moves - Insights for Options Traders

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/scentre-group" target="_blank" data-smartkarma-citation="entities:9538:1" rel="noopener">Scentre Group (SCG AU)</a> vs. <a href="https://www.smartkarma.com/entities/stockland" target="_blank" data-smartkarma-citation="entities:661:1" rel="noopener">Stockland (SGP AU)</a> price-ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights:<a href="https://www.smartkarma.com/entities/stockland" target="_blank" data-smartkarma-citation="entities:661:1" rel="noopener">Stockland (SGP AU)</a> rallied 7.0% on 20 August after reporting results, creating a gap between the two stocks. <a href="https://www.smartkarma.com/entities/scentre-group" target="_blank" data-smartkarma-citation="entities:9538:1" rel="noopener">Scentre Group (SCG AU)</a> is set to report on 26 August,</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 Scentre Group (SCG AU) vs. Stockland (SGP AU) price-ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights:Stockland (SGP AU) rallied 7.0% on 20 August after reporting results, creating a gap between the two stocks. Scentre Group (SCG AU) is set to report on 26 August,

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.


Earnings as Catalyst for Scentre Group (SCG AU) Vs. Stockland (SGP AU) As Price Ratio Widens