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 (5 Oct 2026)

India: Relative Value Opportunities and Pair Trades (5 Oct 2026)

Japan: Relative Value Opportunities and Pair Trades (6 Oct 2026)

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

Japan: Relative Value Opportunities and Pair Trades (28 Sep 2026)

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

Equity Bottom-Up

Hitachi Construction Machinery / Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/komatsu-ltd" target="_blank" data-smartkarma-citation="entities:8416:1" rel="noopener">Komatsu Ltd (6301 JP)</a> vs. <a href="https://www.smartkarma.com/entities/hitachi-construction-machinery" target="_blank" data-smartkarma-citation="entities:19433:1" rel="noopener">Hitachi Construction Machinery (6305 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/hitachi-construction-machinery" target="_blank" data-smartkarma-citation="entities:19433:1" rel="noopener">Hitachi Construction Machinery (6305 JP)</a> and short <a href="https://www.smartkarma.com/entities/komatsu-ltd" target="_blank" data-smartkarma-citation="entities:8416:1" rel="noopener">Komatsu Ltd (6301 JP)</a> 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 Komatsu Ltd (6301 JP) vs. Hitachi Construction Machinery (6305 JP) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Hitachi Construction Machinery (6305 JP) and short Komatsu Ltd (6301 JP) 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.


Hitachi Construction (6305 JP) Vs Komatsu (6301 JP): Stat Arb Signals 7% Return in Japan Machinery