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.

HDFC Life (HDFCLIFE IN) Vs. SBI Life (SBILIFE IN): Quant-Driven Pair Trade in Indian Life Insurance

Bank Of India (BOI IN) Vs. Union Bank Of India (UNBK IN): Statistical Arbitrage Play Targeting 5%

Long QBE (QBE AU) Vs. Short Medibank (MPL AU): Quant-Driven Insurance Pair Trade Targets 8%

Long Macquarie (MQG AU) Vs. Short ANZ (ANZ AU): Statistical Spread Hits Trigger Zone in Aussie Banks

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Oct)

Long Isuzu (7202 JP) Vs. Short Suzuki (7269 JP): Statistical Arbitrage in Japanese Autos Targets 10%

ICICI Prudential Life (IPRU IN) Vs. ICICI Lombard General (ICICIGI IN): Stat Arb Targeting 5% Return

Long Scentre Group (SCG AU) Vs Short Stockland (SGP AU): Pair Trade After Post Earnings Rally

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 nine pair trade opportunities across four 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.

Highlights: Currently nine pair trade opportunities across four 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.


VanEck Vectors Australian Banks ETF (MVB AU)

ICICI Prudential Life Insurance (IPRU IN)

ICICI Lombard General Insurance Company (ICICIGI IN)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Oct)

Isuzu Motors

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Oct)