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 Financial (MFG AU): Mean Reversion Meets Momentum

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean-Reversion Signal in Aussie Energy

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

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

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

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

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

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 five 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 five 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 (28 Jul)

Hub24 Ltd

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Jul)