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 Opportunities in Asia-Pac, Pair Trade Roundup (9 May 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (4 May 2026)

J Front (3086 JP) Vs Ajinomoto (2802 JP): Two-Sigma Reversal Triggers Pair Trade Flip

Equity Bottom-Up

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Context: The <a href="https://www.smartkarma.com/entities/shimizu-corp" target="_blank" data-smartkarma-citation="entities:8530:1" rel="noopener">Shimizu Corp (1803 JP)</a> vs. <a href="https://www.smartkarma.com/entities/kajima-corp" target="_blank" data-smartkarma-citation="entities:3973:1" rel="noopener">Kajima Corp (1812 JP)</a> price ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
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Highlight: Going long <a href="https://www.smartkarma.com/entities/kajima-corp" target="_blank" data-smartkarma-citation="entities:3973:1" rel="noopener">Kajima Corp (1812 JP)</a> and short <a href="https://www.smartkarma.com/entities/shimizu-corp" target="_blank" data-smartkarma-citation="entities:8530:1" rel="noopener">Shimizu Corp (1803 JP)</a>  targets a 9% return.</li>
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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 Shimizu Corp (1803 JP) vs. Kajima Corp (1812 JP) price ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Kajima Corp (1812 JP) and short Shimizu Corp (1803 JP)  targets a 9% 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.


Kajima (1812 JP) Vs Shimizu (1803 JP): Shimizu Earnings Jump Creates Three Sigma Dislocation