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.

Long Scentre Group (SCG AU) Vs Short Stockland (SGP AU): Pair Trade After Post Earnings Rally

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Oct)

Long Honda (7267 JP) Vs. Short Subaru (7270 JP): Japan Auto Stat Arb Opportunity Targeting 5%

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

Earnings Kickoff Dominates October 2025 Key Events

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)

Long ICICI (ICICIBC IN), Short HDFC (HDFCB IN): Fresh Statistical Arbitrage Signal in Indian Banks

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/atlas-arteria-ltd" target="_blank" data-smartkarma-citation="entities:14430:1" rel="noopener">Atlas Arteria (ALX AU)</a> vs. <a href="https://www.smartkarma.com/entities/transurban-group" target="_blank" data-smartkarma-citation="entities:593:1" rel="noopener">Transurban (TCL AU)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value mean-reversion opportunity.</li>
<li>
Highlights: Going long Atlas Arteria (ALX AU) and short Transurban (TCL AU) targets a 3% return, with Atlas Arteria (ALX AU) supported by more attractive valuations.</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 Atlas Arteria (ALX AU) vs. Transurban (TCL AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value mean-reversion opportunity.

Highlights: Going long Atlas Arteria (ALX AU) and short Transurban (TCL AU) targets a 3% return, with Atlas Arteria (ALX AU) supported by more attractive valuations.

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 Atlas Arteria (ALX AU) Vs. Short Transurban (TCL AU): Pair Trade in ASX Infrastructure Stocks