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 Japan (1 June 2026)

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

Subaru (7270 JP) Vs Honda (7267 JP): Auto Peers Drift Apart

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

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 May 2026)

Seven & I (3382 JP) Vs Kikkoman (2801 JP): Stat Arb Signal with Flavour in Japanese Consumer Staples

National Australia Bank (NAB AU) Vs MVB ETF (MVB AU): Three-Sigma Gap Opens Vs Sector

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/nisshin-seifun-group-inc" target="_blank" data-smartkarma-citation="entities:640:1" rel="noopener">Nisshin Seifun Group (2002 JP)</a> vs. <a href="https://www.smartkarma.com/entities/kirin-holdings-co-ltd" target="_blank" data-smartkarma-citation="entities:16977:1" rel="noopener">Kirin Holdings (2503 JP)</a> price ratio has deviated more than three 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/nisshin-seifun-group-inc" target="_blank" data-smartkarma-citation="entities:640:1" rel="noopener">Nisshin Seifun Group (2002 JP)</a> and short <a href="https://www.smartkarma.com/entities/kirin-holdings-co-ltd" target="_blank" data-smartkarma-citation="entities:16977:1" rel="noopener">Kirin Holdings (2503 JP)</a>  targets a 7% 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 Nisshin Seifun Group (2002 JP) vs. Kirin Holdings (2503 JP) price ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long Nisshin Seifun Group (2002 JP) and short Kirin Holdings (2503 JP)  targets a 7% 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.


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