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.

Tencent (700 HK): Rally Before Results, Options Market Repricing After

Tencent (700 HK): Positioning After 41% YTD Rally with Collar Strategies

Fortescue (FMG AU) Results on 26 Aug: Expected Price Swings and Volatility Outlook

Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?

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

UCO Bank (UCO IN) Vs. Central Bank Of India (CBOI IN): Statistical Edge in India Bank Pair Trade

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

Equity Bottom-Up

Commonwealth Bank of Australia / 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 seven pair trade opportunities across two markets and two 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 seven pair trade opportunities across two markets and two 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 (18 Aug)