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.

Australia: Relative Value Opportunities and Pair Trades (29 Sep 2026)

Australia: Relative Value Opportunities and Pair Trades (6 Oct 2026)

Rio Tinto (RIO AU) Vs BHP (BHP AU): Mining Pair Rebounds to a Fresh Trade Trigger

Credit Corp (CCP AU) Vs. Magellan Financial (MFG AU): Mean Reversion Meets Momentum

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Sep 2026)

Credit Corp (CCP AU) Vs. Magellan Financial (MFG AU): Event-Driven Shock Opens 9% Pair Trade

Sojitz (2768 JP) Vs Idemitsu Kosan (5019 JP): Quant-Driven Pair Trade Targets 10%

ENEOS (5020 JP) Vs Idemitsu Kosan (5019 JP): Japan Energy Pair Hits Stat Arb Trigger

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/credit-corp-group-ltd" target="_blank" data-smartkarma-citation="entities:12691:1" rel="noopener">Credit Corp (CCP AU)</a> vs. <a href="https://www.smartkarma.com/entities/magellan-financial-group-ltd" target="_blank" data-smartkarma-citation="entities:20459:1" rel="noopener">Magellan Financial (MFG AU)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
 Highlight: Going long <a href="https://www.smartkarma.com/entities/magellan-financial-group-ltd" target="_blank" data-smartkarma-citation="entities:20459:1" rel="noopener">Magellan Financial (MFG AU)</a> and short <a href="https://www.smartkarma.com/entities/credit-corp-group-ltd" target="_blank" data-smartkarma-citation="entities:12691:1" rel="noopener">Credit Corp (CCP AU)</a> targets a 13% 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 Credit Corp (CCP AU) vs. Magellan Financial (MFG AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long Magellan Financial (MFG AU) and short Credit Corp (CCP AU) targets a 13% 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.


Magellan Financial (MFG AU) Vs Credit Corp (CCP AU): Proven but Risky Pair Signals Again