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.

Industrial Bank Of Korea (024110 KS) Vs. Woori Financial (316140 KS): Pair Trade Signal

ICICI Lombard (ICICIGI IN) Vs. SBI Life (SBILIFE IN): Mean Reversion Delivers Gains, Trade Exit

Relative Value Opportunity: Region Group (RGN AU) Vs. Waypoint REIT (WPR AU)

Samsung Fire & Marine Ins (000815 KS) Vs. Woori Financial (316140 KS): A Pair Trade Investigation

Bajaj Finance (BAF IN) Vs. Kotak Mahindra Bank (KMB IN): A Relative Value Play

Canara Bank (CBK IN) Vs. Punjab National Bank (PNB IN): A Relative Value Opportunity

Equity Bottom-Up

ICICI Lombard General Insurance Company / Equity Bottom-Up

ICICI Lombard General Insurance Company (ICICIGI IN)

<ul>
<li>The <a href="https://www.smartkarma.com/entities/icici-lombard-general-insura" target="_blank" data-smartkarma-citation="entities:25882:1" rel="noopener">ICICI Lombard (ICICIGI 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 (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>The relative value opportunity can be implemented through stocks, derivatives, or as relative over-/underweights in a long only context.</li>
<li>This Insight discusses trade setup, statistical properties, factor exposure, and risk management strategies.</li>
</ul>


The ICICI Lombard (ICICIGI IN) vs. SBI Life (SBILIFE IN) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.
The relative value opportunity can be implemented through stocks, derivatives, or as relative over-/underweights in a long only context.
This Insight discusses trade setup, statistical properties, factor exposure, and risk management strategies.


NSE Nifty 500 Index (NSE500 INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

ICICI Lombard (ICICIGI IN) Vs. SBI Life (SBILIFE IN): A Statistical Pair Trade Opportunity