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.

Yancoal (YAL AU) Vs. Woodside (WDS AU): Statistical Arb Opportunity in Aussie Energy

Woodside (WDS AU) Vs. Yancoal (YAL AU): Spread Deviation Sparks Trading Signal

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 Dec)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Dec)

Bluescope (BSL AU) Vs. Short Sims (SGM AU): Pair Trade Back in Play

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal Australia (YAL AU)</a> vs. <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> 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 Yancoal Australia (YAL AU) and short Woodside Energy (WDS AU) 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 Yancoal Australia (YAL AU) vs. Woodside Energy (WDS AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Yancoal Australia (YAL AU) and short Woodside Energy (WDS 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 Yancoal (YAL AU) Vs. Short Woodside (WDS AU): Proven Pair Trade Back in Play, Targeting 6%