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.

Nisshin Seifun (2002 JP) Vs Kirin (2503 JP): Flour Power in a Mean-Reversion Trade Targeting 7%

Relative Value Opportunities in Japan (1 June 2026)

Sojitz (2768 JP) Vs ENEOS (5020 JP): Trading Japan's Energy–Industry Divide

[Japan Buyback] NH Foods Good Earnings, Big Buyback

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (9 May 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (4 May 2026)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/nh-foods-ltd" target="_blank" data-smartkarma-citation="entities:12235:1" rel="noopener">NH Foods (2282 JP)</a> vs. <a href="https://www.smartkarma.com/entities/japan-tobacco-inc" target="_blank" data-smartkarma-citation="entities:13498:1" rel="noopener">Japan Tobacco (2914 JP)</a> price ratio has deviated more than four 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/nh-foods-ltd" target="_blank" data-smartkarma-citation="entities:12235:1" rel="noopener">NH Foods (2282 JP)</a> and short <a href="https://www.smartkarma.com/entities/japan-tobacco-inc" target="_blank" data-smartkarma-citation="entities:13498:1" rel="noopener">Japan Tobacco (2914 JP)</a>  targets a 11% 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 NH Foods (2282 JP) vs. Japan Tobacco (2914 JP) price ratio has deviated more than four standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long NH Foods (2282 JP) and short Japan Tobacco (2914 JP)  targets a 11% 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.


NH Foods (2282 JP) Vs. Japan Tobacco (2914 JP): Four-Sigma Tail Event Signals Pair Trade

Nh Foods Ltd

NH Foods (2282 JP) Vs. Japan Tobacco (2914 JP): Four-Sigma Tail Event Signals Pair Trade