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.

Sojitz (2768 JP) Vs Idemitsu Kosan (5019 JP): Quant-Driven Pair Trade Targets 10%

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Sep 2026)

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

Sojitz (2768 JP) Vs ENEOS (5020 JP): Proven Pair Hits Trigger Again

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (21 Sep 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (14 Sep 2026)

Medibank (MPL AU) Vs IAG (IAG AU): Aussie Insurers Hit Pair Trade Trigger

Equity Bottom-Up

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<li>
Context: The <a href="https://www.smartkarma.com/entities/idemitsu-kosan-co-ltd" target="_blank" data-smartkarma-citation="entities:109:1" rel="noopener">Idemitsu Kosan (5019 JP)</a> vs. <a href="https://www.smartkarma.com/entities/eneos-holdings-inc" target="_blank" data-smartkarma-citation="entities:638:1" rel="noopener">ENEOS Holdings (5020 JP)</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/eneos-holdings-inc" target="_blank" data-smartkarma-citation="entities:638:1" rel="noopener">ENEOS Holdings (5020 JP)</a> and short <a href="https://www.smartkarma.com/entities/idemitsu-kosan-co-ltd" target="_blank" data-smartkarma-citation="entities:109:1" rel="noopener">Idemitsu Kosan (5019 JP)</a> targets a 5% 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 Idemitsu Kosan (5019 JP) vs. ENEOS Holdings (5020 JP) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long ENEOS Holdings (5020 JP) and short Idemitsu Kosan (5019 JP) targets a 5% 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.


ENEOS (5020 JP) Vs Idemitsu Kosan (5019 JP): Japan Energy Pair Hits Stat Arb Trigger