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 (20 Jul 2026)

Japan: Relative Value Opportunities and Pair Trades (20 June 2026)

Australia: Relative Value Opportunities and Pair Trades (21 July 2026)

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

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Jul 2026)

Punjab National Bank (PNB IN) Vs IDFC First Bank (IDFCFB IN): Proven Pair Trade Opens Again

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/kotak-mahindra-bank-ltd" target="_blank" data-smartkarma-citation="entities:126:1" rel="noopener">Kotak Mahindra Bank (KMB IN)</a> vs. <a href="https://www.smartkarma.com/entities/icici-bank-ltd" target="_blank" data-smartkarma-citation="entities:547:1" rel="noopener">ICICI Bank (ICICIBC IN)</a> price ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlight: Going long <a href="https://www.smartkarma.com/entities/kotak-mahindra-bank-ltd" target="_blank" data-smartkarma-citation="entities:126:1" rel="noopener">Kotak Mahindra Bank (KMB IN)</a> and short <a href="https://www.smartkarma.com/entities/icici-bank-ltd" target="_blank" data-smartkarma-citation="entities:547:1" rel="noopener">ICICI Bank (ICICIBC IN)</a>  targets a 5% 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 Kotak Mahindra Bank (KMB IN) vs. ICICI Bank (ICICIBC IN) price ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Kotak Mahindra Bank (KMB IN) and short ICICI Bank (ICICIBC IN)  targets a 5% 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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Kotak Mahindra Bank (KMB IN) Vs ICICI Bank (ICICIBC IN): Pair Trade Ahead of Earnings