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.

Long REA Group (REA AU) Vs. Short News Corp (NWS AU): Spread Opens up Mean-Reversion Opportunity

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

Stat-Arb Pair Trade: Long Bank of Baroda (BOB IN) Vs. Short Canara Bank (CBK IN)

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (04 Aug)

Toyota (7203 JP) Vs. Subaru (7270 JP): Rare Mean-Reversion Setup After Earnings

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

China Mobile (941 HK) Results on 7 Aug: Low Volatility History Faces Test

Equity Bottom-Up

<ul>
<li>This is a follow-up on the pair trade between <a href="https://www.smartkarma.com/entities/rea-group-ltd" target="_blank" data-smartkarma-citation="entities:699:1" rel="noopener">REA Group (REA AU)</a> and <a href="https://www.smartkarma.com/entities/news-corp" target="_blank" data-smartkarma-citation="entities:26926:1" rel="noopener">News Corp (NWS AU)</a>, originally flagged due to a significant deviation in their price ratio.</li>
<li>
Highlight: The pair hit its profit target as REA Group outperformed its parent post-earnings, pushing the price ratio back across the one-standard-deviation line.</li>
<li>
Why Read: This Insights shows how catalysts such as earnings events can accelerate mean-reversion trades and deliver above-target returns.</li>
</ul>


This is a follow-up on the pair trade between REA Group (REA AU) and News Corp (NWS AU), originally flagged due to a significant deviation in their price ratio.

Highlight: The pair hit its profit target as REA Group outperformed its parent post-earnings, pushing the price ratio back across the one-standard-deviation line.

Why Read: This Insights shows how catalysts such as earnings events can accelerate mean-reversion trades and deliver above-target returns.


REA Group (REA AU) Vs. News Corp (NWS AU): Earnings Catalyst Drives Mean-Reversion Win

REA Group Ltd

REA Group (REA AU) Vs. News Corp (NWS AU): Earnings Catalyst Drives Mean-Reversion Win