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.

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

UCO Bank (UCO IN) Vs. IOB (IOB IN): Catch-Up Potential

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

Arena REIT (ARF AU) Vs National Storage REIT (NSR AU): Statistical Arbitrage in Two Australian REITs

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

ASX Short Interest Weekly (Jun 27th): National Australia Bank, Cochlear, Northern Star Resources

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/netwealth-group-ltd" target="_blank" data-smartkarma-citation="entities:25951:1" rel="noopener">Netwealth (NWL AU)</a> vs. <a href="https://www.smartkarma.com/entities/hub24-ltd" target="_blank" data-smartkarma-citation="entities:12336:1" rel="noopener">Hub24 (HUB 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: The two companies share very similar business models and target markets. While they are closely correlated, their current price momentum is a factor when considering relative value trades.</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 Netwealth (NWL AU) vs. Hub24 (HUB AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: The two companies share very similar business models and target markets. While they are closely correlated, their current price momentum is a factor when considering relative value trades.

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.


Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?

Netwealth Group

Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?