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 Woodside (WDS AU), Short Ampol (ALD AU): Statistical Spread Hits Trigger in Aussie Energy Pair

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Oct)

Long ICICI (ICICIBC IN), Short HDFC (HDFCB IN): Fresh Statistical Arbitrage Signal in Indian Banks

Long Punjab National Bank (PNB IN) Vs. Short Canara Bank (CBK IN): Statistical Arbitrage Opportunity

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

Long Toyota (7203 JP) Vs. Short Suzuki (7269 JP): Statistical Arbitrage, 9% Mean-Reversion Upside

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 ten 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 ten 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)

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