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.

ICICI Lombard General (ICICIGI IN) Vs. ICICI Pru Life (IPRU IN): Proven Stat Arb Pair Returns

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Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (12 Jan 2025)

Capricorn Metals (CMM AU) Vs. Perseus Mining (PRU AU): Gold Miners Stat Arb Opportunity Returns

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/central-bank-of-india" target="_blank" data-smartkarma-citation="entities:544:1" rel="noopener">Central Bank Of India (CBOI IN)</a> vs. <a href="https://www.smartkarma.com/entities/indian-overseas-bank" target="_blank" data-smartkarma-citation="entities:13838:1" rel="noopener">Indian Overseas Bank (IOB IN)</a> ratio has deviated more than two standard deviations from its average, presenting a potential pair-trade opportunity.</li>
<li>
Highlights: Going long/overweight <a href="https://www.smartkarma.com/entities/indian-overseas-bank" target="_blank" data-smartkarma-citation="entities:13838:1" rel="noopener">Indian Overseas Bank (IOB IN)</a> and short/underweight <a href="https://www.smartkarma.com/entities/central-bank-of-india" target="_blank" data-smartkarma-citation="entities:544:1" rel="noopener">Central Bank Of India (CBOI IN)</a> targets a 4% 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 Central Bank Of India (CBOI IN) vs. Indian Overseas Bank (IOB IN) ratio has deviated more than two standard deviations from its average, presenting a potential pair-trade opportunity.

Highlights: Going long/overweight Indian Overseas Bank (IOB IN) and short/underweight Central Bank Of India (CBOI IN) targets a 4% 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.


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Indian Overseas Bank (IOB IN) Vs. Central Bank Of India (CBOI IN): Quant-Driven Relative Value Trade