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

Bajaj Finance (BAF IN) Vs. Kotak Mahindra Bank (KMB IN) - Trade Exit and Take Profit

Perseus Mining Vs. Capricorn Metals: Striking Gold with Statistical Arbitrage

Pair Trade Signal: LIC Housing Finance (LICHF IN) Long Vs. Canara Bank (CBK IN) Short

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

Relative Value Opportunity: Bank of India (BOI IN) Vs. Union Bank of India (UNBK IN)

State Bank of India (SBIN IN): Reserve Bank of India Day Patterns Offer a Tactical Trade Setup

This Friday’s RBI Decision: Nifty Bank Slips Either Way, History Suggests

Equity Bottom-Up

ICICI Lombard General Insurance Company / Equity Bottom-Up

ICICI Lombard General Insurance Company (ICICIGI IN)

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<li>
Context: This article provides an update on a previously identified pair trading opportunity between <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> and <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>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a +9% return.</li>
<li>
Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between ICICI Lombard (ICICIGI IN) and SBI Life (SBILIFE IN), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a +9% return.

Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


Samsung Fire & Marine Insuranc (000815 KS)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

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