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.

Kajima (1812 JP) Vs Shimizu (1803 JP): Shimizu Earnings Jump Creates Three Sigma Dislocation

IDFC First Bank (IDFCFB IN) Vs Yes Bank (YES IN): Track Record Supports Fresh Pair Trade

NH Foods (2282 JP) Vs. Japan Tobacco (2914 JP): Four-Sigma Tail Event Signals Pair Trade

Sojitz (2768 JP) Vs. Dowa Holdings (5714 JP): Quant Pair Trade Signals Opportunity

Sojitz (2768 JP) Vs. Denka (4061 JP): Quant Pair Trade Across Industries

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (4 May 2026)

J Front (3086 JP) Vs Ajinomoto (2802 JP): Two-Sigma Reversal Triggers Pair Trade Flip

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Apr 2026)

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 16 pair trade opportunities persist across four markets and nine sectors. 
</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 16 pair trade opportunities persist across four markets and nine sectors. 


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)

ICICI Prudential Life Insurance (IPRU IN)

ICICI Lombard General Insurance (ICICIGI IN)

NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

Commonwealth Bank of Australia (CMWAY US)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (9 May 2026)

Sojitz Corp

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (9 May 2026)