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.

ASX Banks: May Earnings Could Widen Relative Value Dislocations

NAB (NAB AU) And Macquarie (MQG AU): Options Signal Outsized Moves Ahead of Earnings

Bendigo Bank (BEN AU) Vs Macquarie (MQG AU): David Vs Goliath Pair Trade Setup Ahead of Earnings

AUB (AUB AU) Vs. Insurance Australia (IAG AU): Broker–Insurer Gap Opens 14% Stat Arb Opportunity

Statistical Arbitrage in Focus as Westpac (WBC AU) Runs Ahead of Peers

NAB (NAB AU) Dislocation Vs. Peers Highlights Mean-Reversion Setup

Insurance Australia Group (IAG AU) Vs QBE Insurance (QBE AU): Earnings Gap Triggers Stat Arb Setup

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (2 Mar 2026)

Equity Bottom-Up

National Australia Bank / Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/national-australia-bank-ltd" target="_blank" data-smartkarma-citation="entities:15:1" rel="noopener">National Australia Bank (NAB AU)</a> vs. <a href="https://www.smartkarma.com/entities/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac (WBC 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/national-australia-bank-ltd" target="_blank" data-smartkarma-citation="entities:15:1" rel="noopener">National Australia Bank (NAB AU)</a> and short <a href="https://www.smartkarma.com/entities/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac Banking (WBC AU)</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 National Australia Bank (NAB AU) vs. Westpac (WBC AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long National Australia Bank (NAB AU) and short Westpac Banking (WBC AU) 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.


VanEck Vectors Australian Banks ETF (MVB AU)

NAB (NAB AU) Vs Westpac (WBC AU): Peer Bank Spread Hits Stat Arb Trigger