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.

Bendigo (BEN AU) Vs. NAB (NAB AU): Price-Ratio Signals 5% Pair Trade Potential In Aussie Banks

Stat-Arb Pair Trade: Long Central Bank Of India (CBOI IN) Vs. Short Indian Overseas Bank (IOB IN)

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

Tencent (700 HK) Vs. Hang Seng (HSI INDEX): Price-Ratio Hits Trigger Zone

Long Kotak Mahindra (KMB IN) Vs. Short Bajaj Finance (BAF IN): Statistical Arbitrage in Indian Banks

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

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

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 six 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.

Highlights: Currently six 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.


Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Sep)

Macquarie Group

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (8 Sep)