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 Sep)

Underweight/Short Alibaba (9988 HK): Quant Model Flags Mean Reversion After 40% Post-Earnings Surge

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

QBE Insurance (QBE AU) Vs. Medibank (MPL AU): Statistical Arbitrage in Australian Insurers

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

Long Stanmore (SMR AU) Vs. Short Champion Iron (CIA AU): Statistical Arbitrage in Steel & Coal

Long Isuzu (7202 JP) Vs. Short Suzuki (7269 JP): Statistical Arbitrage in Japanese Autos Targets 10%

Equity Bottom-Up

<ul>
<li>Context: The <a href="https://www.smartkarma.com/entities/car-group-ltd" target="_blank" data-smartkarma-citation="entities:701:1" rel="noopener">CAR Group (CAR AU)</a> vs. <a href="https://www.smartkarma.com/entities/seek-ltd" target="_blank" data-smartkarma-citation="entities:676:1" rel="noopener">Seek (SEK 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 CAR Group and short Seek targets a 7% 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 CAR Group (CAR AU) vs. Seek (SEK AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.
Highlights: Going long CAR Group and short Seek targets a 7% 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 CAR Group (CAR AU) Vs. Short Seek (SEK AU): Statistical Arbitrage Play with ~7% Target Return