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

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

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

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

ICICI Prudential Life (IPRU IN) Vs. ICICI Lombard General (ICICIGI IN): Stat Arb Targeting 5% Return

Equity Bottom-Up

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Context: The <a href="https://www.smartkarma.com/entities/qbe-insurance-group-ltd" target="_blank" data-smartkarma-citation="entities:919:1" rel="noopener">QBE Insurance (QBE AU)</a> vs. <a href="https://www.smartkarma.com/entities/medibank-pvt-ltd" target="_blank" data-smartkarma-citation="entities:75:1" rel="noopener">Medibank Private (MPL AU)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
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Highlights: Going long QBE Insurance (QBE AU) and short Medibank Private (MPL AU) targets a 8% 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 QBE Insurance (QBE AU) vs. Medibank Private (MPL AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long QBE Insurance (QBE AU) and short Medibank Private (MPL AU) targets a 8% 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 QBE (QBE AU) Vs. Short Medibank (MPL AU): Quant-Driven Insurance Pair Trade Targets 8%

Qbe Insurance

Long QBE (QBE AU) Vs. Short Medibank (MPL AU): Quant-Driven Insurance Pair Trade Targets 8%