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.

Long The GPT Group (GPT AU) Vs. Short Stockland (SGP AU): 5% Stat Arb Opportunity in Aussie REITs

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

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

Macquarie (MQG AU) Vs. ANZ (ANZ AU): Statistical Arbitrage in Aussie Bank Pair

Long Woodside (WDS AU), Short Ampol (ALD AU): Statistical Spread Hits Trigger in Aussie Energy Pair

BHP (BHP AU/US) And Woodside (WDS AU/US) Slide as U.S. Sell-Off Spills Into Australian Stocks

Alibaba Drops 8%: What Friday’s U.S. Sell-Off Means for Hong Kong Stocks

HSI Tactical Outlook: Maybe It Is a Large Pullback...

Equity Bottom-Up

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Context: The <a href="https://www.smartkarma.com/entities/anz-group-holdings-ltd" target="_blank" data-smartkarma-citation="entities:40898:1" rel="noopener">ANZ (ANZ AU)</a> vs. <a href="https://www.smartkarma.com/entities/macquarie-group-ltd" target="_blank" data-smartkarma-citation="entities:310:1" rel="noopener">Macquarie (MQG 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: Long Macquarie, short ANZ targets a 6% return. Friday's U.S. sell-off and today's ANZ’s strategy update could drive early trading volatility in the pair.</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 ANZ (ANZ AU) vs. Macquarie (MQG AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity. 

Highlights: Long Macquarie, short ANZ targets a 6% return. Friday's U.S. sell-off and today's ANZ’s strategy update could drive early trading volatility in the pair.

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.


Australia & New Zealand Bankin (ANZBY US)

Long Macquarie (MQG AU) Vs. Short ANZ (ANZ AU): Statistical Spread Hits Trigger Zone in Aussie Banks

Macquarie Group

Long Macquarie (MQG AU) Vs. Short ANZ (ANZ AU): Statistical Spread Hits Trigger Zone in Aussie Banks