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.

ICICI Prudential Life (IPRU IN) Vs. ICICI Lombard General (ICICIGI IN): Stat Arb Targeting 5% Return

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 Kotak Mahindra (KMB IN) Vs. Short Bajaj Finance (BAF IN): Statistical Arbitrage in Indian Banks

Long Punjab National Bank (PNB IN) Vs. Short Canara Bank (CBK IN): Statistical Arbitrage Opportunity

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 Sep)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 Sep)

Equity Bottom-Up

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<li>
Context: The <a href="https://www.smartkarma.com/entities/bajaj-finserv-ltd" target="_blank" data-smartkarma-citation="entities:5669:1" rel="noopener">Bajaj Finserv (BJFIN IN)</a> vs. <a href="https://www.smartkarma.com/entities/bajaj-finance-ltd" target="_blank" data-smartkarma-citation="entities:8950:1" rel="noopener">Bajaj Finance (BAF IN)</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 Bajaj Finserv (BJFIN IN) and short Bajaj Finance Ltd (BAF IN) 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 Bajaj Finserv (BJFIN IN) vs. Bajaj Finance (BAF IN) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Bajaj Finserv (BJFIN IN) and short Bajaj Finance Ltd (BAF IN) 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.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

Long Bajaj Finserv (BJFIN IN) Vs. Short Bajaj Finance (BAF IN): Statistical Arb Spread Hits Trigger