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.

Long Macquarie (MQG AU) Vs. Short NAB (NAB AU): A Quant-Driven Pair Trade

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (1 Sep)

Long IGO (IGO AU) Vs. Short Iluka (ILU AU): Pair Trade Setup Amid Turnaround Potential

CBA (CBA AU) Vs. Bank of Queensland (BOQ AU): Quant Signal Flags Trading Opportunity

Macquarie (MQG AU) Vs. ANZ (ANZ AU): Statistical Arbitrage in Aussie Bank Pair

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 Aug)

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 eight pair trade opportunities across three markets and four 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 eight pair trade opportunities across three markets and four 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 (25 Aug)

Scentre Group

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 Aug)