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 (20 Oct)

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

Toyota (7203 JP) Up 3.2% Today: Tactical Bearish Option Strategies as Pullback Looms

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

Long Atlas Arteria (ALX AU) Vs. Short Transurban (TCL AU): Pair Trade in ASX Infrastructure Stocks

Earnings as Catalyst for Scentre Group (SCG AU) Vs. Stockland (SGP AU) As Price Ratio Widens

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Oct)

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

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/scentre-group" target="_blank" data-smartkarma-citation="entities:9538:1" rel="noopener">Scentre Group (SCG AU)</a> vs. <a href="https://www.smartkarma.com/entities/stockland" target="_blank" data-smartkarma-citation="entities:661:1" rel="noopener">Stockland (SGP 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 Scentre Group (SCG AU) and short Stockland (SGP AU) targets a 3% 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 Scentre Group (SCG AU) vs. Stockland (SGP AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Scentre Group (SCG AU) and short Stockland (SGP AU) targets a 3% 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 Scentre Group (SCG AU) Vs Short Stockland (SGP AU): Pair Trade After Post Earnings Rally