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 (27 Jan 2026)

When the Model Chases the Price: Lessons from Two Long-Running Pair Trades

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (19 Jan 2026)

Inpex Corp (1605 JP) Vs. NGK Insulators (5333 JP): Quant Mean-Reversion Hits Trigger Zone

Equity Bottom-Up

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Context:<a href="https://www.smartkarma.com/entities/guangzhou-automobile-group-co-ltd" target="_blank" data-smartkarma-citation="entities:11082:1" rel="noopener">Guangzhou Automobile (2238 HK)</a> vs. <a href="https://www.smartkarma.com/entities/great-wall-motor-co-ltd-cb302af9-398c-4d2d-ba39-023e43287eef" target="_blank" data-smartkarma-citation="entities:128:1" rel="noopener">Great Wall Motor (2333 HK)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
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Highlights: Going long Great Wall Motor (2333 HK) and short Guangzhou Automobile Group (2238 HK) targets a 10% 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:Guangzhou Automobile (2238 HK) vs. Great Wall Motor (2333 HK) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Great Wall Motor (2333 HK) and short Guangzhou Automobile Group (2238 HK) targets a 10% 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.


Great Wall Motor (2333 HK) Vs. Guangzhou Automobile (2238 HK): Quant Pair Trade Targeting 10%