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 (10 Nov)

Four New Statistical Arbitrage Opportunities in Asia-Pac

Punjab National Bank (PNB IN) Vs. Bank of India (BOI IN): Quant-Driven Pair Trade in Indian Banks

Long Honda (7267 JP) Vs. Short Subaru (7270 JP): Japan Auto Stat Arb Opportunity Targeting 5%

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

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Oct)

Equity Bottom-Up

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<li>
Context: The <a href="https://www.smartkarma.com/entities/kia-corp" target="_blank" data-smartkarma-citation="entities:156:1" rel="noopener">Kia (000270 KS)</a> vs. <a href="https://www.smartkarma.com/entities/hyundai-motor-co" target="_blank" data-smartkarma-citation="entities:155:1" rel="noopener">Hyundai (005380 KS)</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 Kia (000270 KS) and short Hyundai (005380 KS) targets a 12% 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 Kia (000270 KS) vs. Hyundai (005380 KS) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Kia (000270 KS) and short Hyundai (005380 KS) targets a 12% 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.


Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Long Kia (000270 KS) Vs. Short Hyundai (005380 KS): Quant Model Hits Trigger Zone in Korean Autos

Kia Corp

Long Kia (000270 KS) Vs. Short Hyundai (005380 KS): Quant Model Hits Trigger Zone in Korean Autos