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.

ICICI Lombard (ICICIGI IN) Vs. SBI Life (SBILIFE IN): Mean Reversion Delivers Gains, Trade Exit

Relative Value Opportunity: Region Group (RGN AU) Vs. Waypoint REIT (WPR AU)

Bajaj Finance (BAF IN) Vs. Kotak Mahindra Bank (KMB IN) - Trade Exit and Take Profit

Pair Trade Signal: LIC Housing Finance (LICHF IN) Long Vs. Canara Bank (CBK IN) Short

State Bank of India (SBIN IN): Reserve Bank of India Day Patterns Offer a Tactical Trade Setup

This Friday’s RBI Decision: Nifty Bank Slips Either Way, History Suggests

Equity Bottom-Up

<ul>
<li>The <a href="https://www.smartkarma.com/entities/bank-of-india" target="_blank" data-smartkarma-citation="entities:541:1" rel="noopener">Bank of India (BOI IN)</a> vs. <a href="https://www.smartkarma.com/entities/union-bank-of-india" target="_blank" data-smartkarma-citation="entities:546:1" rel="noopener">Union Bank of India (UNBK IN)</a> price-ratio has deviated more than two standard deviations from its one-year average, signaling a potential pair trade.</li>
<li>The potential relative value opportunity can be implemented through stocks, derivatives, or as relative over-/underweights in a long only context.</li>
<li>This Insight provides a target return and discusses trade setup and risk management strategies.</li>
</ul>


The Bank of India (BOI IN) vs. Union Bank of India (UNBK IN) price-ratio has deviated more than two standard deviations from its one-year average, signaling a potential pair trade.
The potential relative value opportunity can be implemented through stocks, derivatives, or as relative over-/underweights in a long only context.
This Insight provides a target return and discusses trade setup and risk management strategies.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

Relative Value Opportunity: Bank of India (BOI IN) Vs. Union Bank of India (UNBK IN)

Bank Of India

Relative Value Opportunity: Bank of India (BOI IN) Vs. Union Bank of India (UNBK IN)