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.

Perseus Mining (PRU AU) Vs. Capricorn Metals (CMM AU): Statistical Gold Trade Hits Target

ANZ Group (ANZ AU) Vs. National Australia Bank (NAB AU): Banking on Statistical Arbitrage Pays Off

Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

ASX Short Interest Weekly (Jun 27th): National Australia Bank, Cochlear, Northern Star Resources

Yes Bank (YES IN) Vs. IDFC First Bank (IDFCBK IN): Quant Divergence Opens Statistical Arb Window

AUB Group (AUB AU) Vs. Soul Pattinson (SOL AU): Aussie Financial Pair Offers Short-Term Opportunity

Axis Punch: IDFC First Bank Ltd - 02nd July, 2025

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/rea-group-ltd" target="_blank" data-smartkarma-citation="entities:699:1" rel="noopener">REA Group Ltd (REA AU)</a> vs. <a href="https://www.smartkarma.com/entities/news-corp" target="_blank" data-smartkarma-citation="entities:26926:1" rel="noopener">News Corp (NWS 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: Statistical mean reversion suggests going long <a href="https://www.smartkarma.com/entities/rea-group-ltd" target="_blank" data-smartkarma-citation="entities:699:1" rel="noopener">REA Group Ltd (REA AU)</a> and short <a href="https://www.smartkarma.com/entities/news-corp" target="_blank" data-smartkarma-citation="entities:26926:1" rel="noopener">News (NWS AU)</a>. A target return is provided. News Corp is the majority owner of REA.</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 REA Group Ltd (REA AU) vs. News Corp (NWS AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity. 

Highlights: Statistical mean reversion suggests going long REA Group Ltd (REA AU) and short News (NWS AU). A target return is provided. News Corp is the majority owner of REA.

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.


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