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.

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Relative Value Opportunity: Region Group (RGN AU) Vs. Waypoint REIT (WPR AU)

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion Trade

Equity Bottom-Up

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<li>
Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/waypoint-reit" target="_blank" data-smartkarma-citation="entities:22851:1" rel="noopener">Waypoint REIT (WPR AU)</a> and <a href="https://www.smartkarma.com/entities/region-re-ltd" target="_blank" data-smartkarma-citation="entities:20100:1" rel="noopener">Region (RGN AU)</a>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
<li>
Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Waypoint REIT (WPR AU) and Region (RGN AU), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


Region (RGN AU) Vs. Waypoint REIT (WPR AU) - Trade Exit and Take Profit

Region RE

Region (RGN AU) Vs. Waypoint REIT (WPR AU) - Trade Exit and Take Profit