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.

ANZ (ANZ AU) Has Outrun the Sector — Time to Underweight

CBA, ANZ, Westpac, NAB: Volatility Runs High Ahead of Imminent Catalysts

Australia’s Big Banks: Options Flash Mixed Signals Ahead of Earnings

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

Bank of Queensland (BOQ AU) Vs. CBA (CBA AU): Quant-Driven Pair Trade Following Potential Overshoot

CBA (CBA AU) Vs. Bank of Queensland (BOQ AU): Quant Signal Flags Trading Opportunity

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

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

Equity Bottom-Up

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Context: The <a href="https://www.smartkarma.com/entities/bank-of-queensland-ltd" target="_blank" data-smartkarma-citation="entities:16606:1" rel="noopener">Bank Of Queensland (BOQ AU)</a> vs. <a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank (CBA AU)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
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Highlights: Long Bank Of Queensland (BOQ AU) vs. short CBA (CBA AU) targets a 4% 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 Bank Of Queensland (BOQ AU) vs. Commonwealth Bank (CBA AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Long Bank Of Queensland (BOQ AU) vs. short CBA (CBA AU) targets a 4% 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.


VanEck Vectors Australian Banks ETF (MVB AU)

Long Bank Of Queensland (BOQ AU) Vs. Short CBA (CBA AU): Proven Stat Arb Pair Trade Returns