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 Asia-Pac, Pair Trade Roundup (15 Sep)

Underweight/Short Alibaba (9988 HK): Quant Model Flags Mean Reversion After 40% Post-Earnings Surge

Long CAR Group (CAR AU) Vs. Short Seek (SEK AU): Statistical Arbitrage Play with ~7% Target Return

Long Kotak Mahindra (KMB IN) Vs. Short Bajaj Finance (BAF IN): Statistical Arbitrage in Indian Banks

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Sep)

Long Macquarie (MQG AU) Vs. Short NAB (NAB AU): A Quant-Driven Pair Trade

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (1 Sep)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/qbe-insurance-group-ltd" target="_blank" data-smartkarma-citation="entities:919:1" rel="noopener">QBE Insurance (QBE AU)</a> vs. <a href="https://www.smartkarma.com/entities/medibank-pvt-ltd" target="_blank" data-smartkarma-citation="entities:75:1" rel="noopener">Medibank Private (MPL 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/qbe-insurance-group-ltd" target="_blank" data-smartkarma-citation="entities:919:1" rel="noopener">QBE Insurance (QBE AU)</a> and short <a href="https://www.smartkarma.com/entities/medibank-pvt-ltd" target="_blank" data-smartkarma-citation="entities:75:1" rel="noopener">Medibank Private (MPL AU)</a> targets a 6% 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 QBE Insurance (QBE AU) vs. Medibank Private (MPL AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long QBE Insurance (QBE AU) and short Medibank Private (MPL AU) targets a 6% 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.


QBE Insurance (QBE AU) Vs. Medibank (MPL AU): Statistical Arbitrage in Australian Insurers

Qbe Insurance

QBE Insurance (QBE AU) Vs. Medibank (MPL AU): Statistical Arbitrage in Australian Insurers