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.

UCO Bank (UCO IN) Vs. Indian Overseas Bank (IOB IN): Trade Closed as Mean Reversion Hits Target

Relative Value Roundup: Opportunities and Performance Recap of Pair Trades in Asia-Pacific

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean Reversion Delivers Profit, Trade Exit

Perseus Mining Vs. Capricorn Metals: Striking Gold with Statistical Arbitrage

Long ANZ (ANZ AU), Short National Australia Bank (NAB AU): Banking on Statistical Arbitrage

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion Trade

Pair Trade Signal: LIC Housing Finance (LICHF IN) Long Vs. Canara Bank (CBK IN) Short

Equity Bottom-Up

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<li>
Context: The <a href="https://www.smartkarma.com/entities/new-hope-corp-ltd" target="_blank" data-smartkarma-citation="entities:4414:1" rel="noopener">New Hope Corp (NHC AU)</a> vs. <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal Australia (YAL 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/new-hope-corp-ltd" target="_blank" data-smartkarma-citation="entities:4414:1" rel="noopener">New Hope Corp (NHC AU)</a> and short <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal Australia (YAL AU)</a> targets a significant 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 New Hope Corp (NHC AU) vs. Yancoal Australia (YAL AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long New Hope Corp (NHC AU) and short Yancoal Australia (YAL AU) targets a significant 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.


New Hope (NHC AU) Vs. Yancoal (YAL AU): Statistical Spread Hits Trigger Zone in Aussie Coal Pair