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 (17 Aug 2026)

Japan: Relative Value Opportunities and Pair Trades (18 Aug 2026)

Rio Tinto (RIO AU) Vs BHP (BHP AU): Pair Trade Opportunity as Ratio Breaches Two Sigma

Inpex Corp (1605 JP) Vs. NGK Insulators (5333 JP): Quant Mean-Reversion Hits Trigger Zone

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (10 Aug 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Aug 2026)

Bank Of Baroda (BOB IN) Vs Punjab National Bank (PNB IN): A Third Signal, A 6% Target

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex (1605 JP)</a> vs. <a href="https://www.smartkarma.com/entities/mitsui-co-ltd" target="_blank" data-smartkarma-citation="entities:20799:1" rel="noopener">Mitsui &amp; Co (8031 JP)</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/mitsui-co-ltd" target="_blank" data-smartkarma-citation="entities:20799:1" rel="noopener">Mitsui &amp; Co (8031 JP)</a> and short <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex (1605 JP)</a> targets a 5% 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 Inpex (1605 JP) vs. Mitsui &amp; Co (8031 JP) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long Mitsui &amp; Co (8031 JP) and short Inpex (1605 JP) targets a 5% 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.


Mitsui & Co (8031 JP) Vs Inpex (1605 JP): Quant-Driven Pair Trade

Mitsui & Co Ltd

Mitsui & Co (8031 JP) Vs Inpex (1605 JP): Quant-Driven Pair Trade