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.

Indian Overseas Bank (IOB IN) Vs. Central Bank Of India (CBOI IN): Quant-Driven Relative Value Trade

HDFC Bank (HDFCB IN) Tactical Outlook After Q3 Earnings Call Release

NIFTY Bank Index: Methodology Changes Announced; US$1.4bn Trade in Tranches

HDFC Bank (HDFCB IN) Tactical View After RBI OKs 9.5% IndusInd Bank (IIB IN) Stake Buy

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (5 Jan '26)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Dec)

Long Capricorn (CMM AU) Vs. Short Genesis (GMD AU): 8% Stat Arb Opportunity in Aussie Gold Miners

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> vs. <a href="https://www.smartkarma.com/entities/axis-bank-ltd" target="_blank" data-smartkarma-citation="entities:768:1" rel="noopener">Axis Bank (AXSB 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 <a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> and short <a href="https://www.smartkarma.com/entities/axis-bank-ltd" target="_blank" data-smartkarma-citation="entities:768:1" rel="noopener">Axis Bank (AXSB IN)</a> targets a 5% 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 HDFC Bank (HDFCB IN) vs. Axis Bank (AXSB IN) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long HDFC Bank (HDFCB IN) and short Axis Bank (AXSB IN) targets a 5% 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 HDFC Bank (HDFCB IN) Vs. Short Axis Bank (AXSB IN): Statistical Arbitrage in Indian Banks