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.

Bank Of India (BOI IN) Vs. Union Bank Of India (UNBK IN): Statistical Arbitrage Play Targeting 5%

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

ICICI Prudential Life (IPRU IN) Vs. ICICI Lombard General (ICICIGI IN): Stat Arb Targeting 5% Return

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Oct)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Oct)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/hdfc-standard-life-insurance" target="_blank" data-smartkarma-citation="entities:26004:1" rel="noopener">HDFC Life Insurance (HDFCLIFE IN)</a> vs. <a href="https://www.smartkarma.com/entities/sbi-life-insurance-co-ltd" target="_blank" data-smartkarma-citation="entities:25899:1" rel="noopener">SBI Life Insurance (SBILIFE IN)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long HDFC Life Insurance (HDFCLIFE IN) and short SBI Life Insurance (SBILIFE IN) targets a 7% 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 Life Insurance (HDFCLIFE IN) vs. SBI Life Insurance (SBILIFE IN) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long HDFC Life Insurance (HDFCLIFE IN) and short SBI Life Insurance (SBILIFE IN) targets a 7% 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 Financial Services I (NSEFIN INDEX EQUITY)

HDFC Life (HDFCLIFE IN) Vs. SBI Life (SBILIFE IN): Quant-Driven Pair Trade in Indian Life Insurance