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.

Fisher & Paykel Healthcare (FPH AU) Vs. ResMed (RMD AU): Dislocation in Healthcare

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Equity Bottom-Up

Fisher & Paykel Healthcare Cor / Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/fisher-paykel-healthcare-cor" target="_blank" data-smartkarma-citation="entities:24208:1" rel="noopener">Fisher &amp; Paykel Health (FPH AU)</a> vs. <a href="https://www.smartkarma.com/entities/resmed-inc-cdi" target="_blank" data-smartkarma-citation="entities:22653:1" rel="noopener">ResMed Inc (RMD 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 Fisher &amp; Paykel Health (FPH AU) and short ResMed Inc (RMD AU) targets a 7% return. However, ResMed is more attractively valued on PEG ratio basis.</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 Fisher &amp; Paykel Health (FPH AU) vs. ResMed Inc (RMD AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Fisher &amp; Paykel Health (FPH AU) and short ResMed Inc (RMD AU) targets a 7% return. However, ResMed is more attractively valued on PEG ratio basis.

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 F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential