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.

Four New Statistical Arbitrage Opportunities in Asia-Pac

Punjab National Bank (PNB IN) Vs. Bank of India (BOI IN): Quant-Driven Pair Trade in Indian Banks

Stat-Arb Pair Trade: Long Bank of Baroda (BOB IN) Vs. Short Canara Bank (CBK IN)

HDFC Bank (HDFCB): Management Upbeat on Growth

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

NIFTY Bank Index: Methodology Changes to Result in Big Flows

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> vs. <a href="https://www.smartkarma.com/entities/union-bank-of-india" target="_blank" data-smartkarma-citation="entities:546:1" rel="noopener">Union Bank Of India (UNBK IN)</a> price-ratio has deviated more than two standard deviations from its average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long HDFC Bank (HDFCB IN) and short Union Bank of India (UNBK IN) targets an 8% 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 HDFC Bank (HDFCB IN) vs. Union Bank Of India (UNBK IN) price-ratio has deviated more than two standard deviations from its average, presenting a potential relative value opportunity.

Highlights: Going long HDFC Bank (HDFCB IN) and short Union Bank of India (UNBK IN) targets an 8% 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.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

HDFC Bank (HDFCB IN) Vs. Union Bank Of India (UNBK IN): Pair Trade in Indian Banks Targeting 8%