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.

Qantas (QAN AU) Vs. Brambles (BXB AU): Airlines Vs Logistics Pair Trade Signals 7% Opportunity

Brambles (BXB AU) Vs. Qantas (QAN AU): Wheels Vs. Wings Signals Trade

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

Subaru (7270 JP) Vs. Toyota (7203 JP): Four-Sigma Tail Event Creates Stat-Arb Opportunity

ResMed (RMD AU) Vs. F&P Health (FPH AU): Proven Statistical Arbitrage Pair Trade Returns

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/brambles-ltd" target="_blank" data-smartkarma-citation="entities:693:1" rel="noopener">Brambles (BXB AU)</a> vs. <a href="https://www.smartkarma.com/entities/qantas-airways-ltd" target="_blank" data-smartkarma-citation="entities:677:1" rel="noopener">Qantas Airways (QAN 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 Qantas Airways (QAN AU) and short Brambles (BXB AU) targets a 5% 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 Brambles (BXB AU) vs. Qantas Airways (QAN AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Qantas Airways (QAN AU) and short Brambles (BXB AU) targets a 5% 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.


Qantas (QAN AU) Vs. Brambles (BXB AU): 9% Earnings Drop Creates Stat Arb Opportunity