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.

Punjab National Bank (PNB IN) Vs Bank of Baroda (BOB IN): Pair Trade Reopens After Prior Success

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 May 2026)

ResMed (RMD AU) Vs. F&P Health (FPH AU): Earnings Jump Triggers Stat Arb Signal

HDFC Bank (HDFCB IN): Underperformance Turns into an Overweight Signal

IDFC First Bank (IDFCFB IN) Vs Punjab National Bank (PNB IN): Stat Arb Setup Targets 8%

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (16 Mar 2026)

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

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/bank-of-baroda" target="_blank" data-smartkarma-citation="entities:545:1" rel="noopener">Bank Of Baroda (BOB IN)</a> vs. <a href="https://www.smartkarma.com/entities/punjab-national-bank" target="_blank" data-smartkarma-citation="entities:542:1" rel="noopener">Punjab National Bank (PNB IN)</a> price ratio has deviated significantly from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long <a href="https://www.smartkarma.com/entities/punjab-national-bank" target="_blank" data-smartkarma-citation="entities:542:1" rel="noopener">Punjab National Bank (PNB IN)</a> and short <a href="https://www.smartkarma.com/entities/bank-of-baroda" target="_blank" data-smartkarma-citation="entities:545:1" rel="noopener">Bank Of Baroda (BOB IN)</a>  targets a 4% return.</li>
<li>
WhyRead: 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 Bank Of Baroda (BOB IN) vs. Punjab National Bank (PNB IN) price ratio has deviated significantly from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Punjab National Bank (PNB IN) and short Bank Of Baroda (BOB IN)  targets a 4% return.

WhyRead: 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.


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Punjab National Bank (PNB IN) Vs. Bank of Baroda (BOB IN): Statistical Spread Hits Trigger Zone