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 (15 Dec)

Long Amotiv (AOV AU) Vs. Short ARB (ARB AU): Statistical Arbitrage in Australian Auto Parts

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Dec)

Bluescope (BSL AU) Vs. Short Sims (SGM AU): Pair Trade Back in Play

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/arb-corp-ltd" target="_blank" data-smartkarma-citation="entities:19228:1" rel="noopener">ARB Corp (ARB AU)</a> vs. <a href="https://www.smartkarma.com/entities/amotiv-limited" target="_blank" data-smartkarma-citation="entities:19883:1" rel="noopener">Amotiv (AOV 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 ARB Corp (ARB AU) and short Amotiv (AOV AU) targets a 6% 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 ARB Corp (ARB AU) vs. Amotiv (AOV AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long ARB Corp (ARB AU) and short Amotiv (AOV AU) targets a 6% 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.


Long ARB Corp (ARB AU) Vs. Short Amotiv (AOV AU): Statistical Arbitrage Targeting a 6% Return

ARB Corp Ltd

Long ARB Corp (ARB AU) Vs. Short Amotiv (AOV AU): Statistical Arbitrage Targeting a 6% Return