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.

AUB (AUB AU) Vs. Insurance Australia (IAG AU): Broker–Insurer Gap Opens 14% Stat Arb Opportunity

NAB (NAB AU) Vs Westpac (WBC AU): Peer Bank Spread Hits Stat Arb Trigger

Medibank (MPL AU) Vs. Soul Patts (SOL AU): Quant Pair Trade Signals Opportunity

When the Model Chases the Price: Lessons from Two Long-Running Pair Trades

Commonwealth Bank (CBA AU) Vs. Insurance Australia (IAG AU): Tail Event Splits Aussie Financials

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (2 Mar 2026)

ResMed (RMD AU) Vs. F&P Health (FPH AU): Proven Statistical Arbitrage Pair Trade Returns

Subaru (7270 JP) Vs. Toyota (7203 JP): Four-Sigma Tail Event Creates Stat-Arb Opportunity

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/insurance-australia-group-ltd" target="_blank" data-smartkarma-citation="entities:712:1" rel="noopener">Insurance Australia Group (IAG AU)</a> vs. <a href="https://www.smartkarma.com/entities/qbe-insurance-group-ltd" target="_blank" data-smartkarma-citation="entities:919:1" rel="noopener">QBE Insurance (QBE AU)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long <a href="https://www.smartkarma.com/entities/insurance-australia-group-ltd" target="_blank" data-smartkarma-citation="entities:712:1" rel="noopener">Insurance Australia Group (IAG AU)</a> and short <a href="https://www.smartkarma.com/entities/qbe-insurance-group-ltd" target="_blank" data-smartkarma-citation="entities:919:1" rel="noopener">QBE Insurance (QBE AU)</a> targets an 8% 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 Insurance Australia Group (IAG AU) vs. QBE Insurance (QBE AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Insurance Australia Group (IAG AU) and short QBE Insurance (QBE AU) targets an 8% 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.


Insurance Australia Group (IAG AU) Vs QBE Insurance (QBE AU): Earnings Gap Triggers Stat Arb Setup