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

Long F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential

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

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean Reversion Delivers Profit, Trade Exit

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean-Reversion Signal in Aussie Energy

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (29 Sep)

Long Punjab National Bank (PNB IN) Vs. Short Canara Bank (CBK IN): Statistical Arbitrage Opportunity

Long Toyota (7203 JP) Vs. Short Suzuki (7269 JP): Statistical Arbitrage, 9% Mean-Reversion Upside

Equity Bottom-Up

Woodside Energy Group Ltd / Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy Group Ltd (WDS AU)</a> vs. <a href="https://www.smartkarma.com/entities/ampol-ltd" target="_blank" data-smartkarma-citation="entities:345:1" rel="noopener">Ampol (ALD 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 <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy (WDS AU)</a> and short <a href="https://www.smartkarma.com/entities/ampol-ltd" target="_blank" data-smartkarma-citation="entities:345:1" rel="noopener">Ampol (ALD AU)</a> targets a 6% 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 Woodside Energy Group Ltd (WDS AU) vs. Ampol (ALD AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Woodside Energy (WDS AU) and short Ampol (ALD AU) targets a 6% 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 Woodside (WDS AU), Short Ampol (ALD AU): Statistical Spread Hits Trigger in Aussie Energy Pair