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): Proven Pair Trade Hits Trigger Zone

Canara Bank (CBK IN)  Vs Union Bank Of India (UNBK IN): Quant-Driven Pair Trade in Indian Banks

India: Relative Value Opportunities and Pair Trades (21 Aug 2026)

Kotak Mahindra Bank (KMB IN) Vs Bajaj Finserv (BJFIN IN): Quant Model Signals a Fresh Pair Trade

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Aug 2026)

Kotak Mahindra Bank (KMB IN) Vs Bajaj Finance (BAF IN): Pair Trade with a Valuation Edge

Bank Of Baroda (BOB IN) Vs Punjab National Bank (PNB IN): A Third Signal, A 6% Target

Equity Bottom-Up

<ul>
<li>
Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.</li>
<li>
Highlights: In India, currently three pair trade opportunities persist across one sector.</li>
<li>
Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.</li>
</ul>



Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.

Highlights: In India, currently three pair trade opportunities persist across one sector.

Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.


ICICI Lombard General Insurance (ICICIGI IN)

NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

India: Relative Value Opportunities and Pair Trades (4 Aug 2026)