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.

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

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 (25 Aug)

AUB Group (AUB AU) Vs. Soul Pattinson (SOL AU): Aussie Financial Pair Offers Short-Term Opportunity

Champion Iron (CIA AU) Vs. Stanmore (SMR AU): Coal–Steel Mean Reversion Targeting 12%

ANZ Group (ANZ AU) Vs. National Australia Bank (NAB AU): Banking on Statistical Arbitrage Pays Off

Toyota (7203 JP) Vs. Subaru (7270 JP): Rare Mean-Reversion Setup After Earnings

Can Champion Iron Deliver On Growth Projects?

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/macquarie-group-ltd" target="_blank" data-smartkarma-citation="entities:310:1" rel="noopener">Macquarie (MQG AU)</a> vs. <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> 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 Macquarie (MQG AU) and short ANZ (ANZ AU) targets a 5% return to the statistical mean reversion level.</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 Macquarie (MQG AU) vs. ANZ (ANZ AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Macquarie (MQG AU) and short ANZ (ANZ AU) targets a 5% return to the statistical mean reversion level.

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.


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

Macquarie Group

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