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.

Australia: Relative Value Opportunities and Pair Trades (22 June 2026)

Japan: Relative Value Opportunities and Pair Trades (22 June 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (29 June 2026)

Bajaj Finserv (BJFIN IN) Vs Kotak Mahindra (KMB IN): Fresh 2-Sigma Dislocation in Indian Financials

Bajaj Finserv (BJFIN IN) Vs Bajaj Finance (BAF IN): Parent and Subsidiary Drift Apart

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 June 2026)

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>
Highlights: Currently 18 pair trade opportunities persist across six markets and nine sectors.</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.

Highlights: Currently 18 pair trade opportunities persist across six markets and nine sectors.

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.


VanEck Vectors Australian Banks ETF (MVB AU)

Samsung Fire & Marine Insurance (000810 KS)

ICICI Prudential Life Insurance (IPRU IN)

ICICI Lombard General Insurance (ICICIGI IN)

NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

Samsung Fire & Marine Insuranc (000815 KS)

Commonwealth Bank of Australia (CMWAY US)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (22 June 2026)