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.

Credit Corp (CCP AU) Vs. Magellan (MFG AU): Mean Reversion Beats Momentum, 19% Return

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

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

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

Fisher & Paykel Healthcare (FPH AU) Vs. ResMed (RMD AU): Dislocation in Healthcare

UCO Bank (UCO IN) Vs. IOB (IOB IN): Catch-Up Potential

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

Equity Bottom-Up

Fisher & Paykel Healthcare Cor / Equity Bottom-Up

<ul>
<li>
Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.</li>
<li>
Highlight: Currently six pair trade opportunities across three markets and three sectors persist.</li>
<li>
Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.</li>
</ul>



Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.

Highlight: Currently six pair trade opportunities across three markets and three sectors persist.

Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs.


Washington H. Soul Pattinson and Co. Ltd (SOL AU)

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