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.

Perseus Mining Vs. Capricorn Metals: Striking Gold with Statistical Arbitrage

Long ANZ (ANZ AU), Short National Australia Bank (NAB AU): Banking on Statistical Arbitrage

Industrial Bank Of Korea (024110 KS) Vs. Woori Financial (316140 KS): Pair Trade Signal

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion 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>
Highlight: Six pair trade opportunities across three markets and three sectors persist. Two </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: Six pair trade opportunities across three markets and three sectors persist. Two 

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.


ICICI Lombard General Insurance Company (ICICIGI IN)

Samsung Fire & Marine Insuranc (000815 KS)

Relative Value Roundup: Performance Recap of Pair Trades in Asia-Pacific

ANZ Group Holdings

Relative Value Roundup: Performance Recap of Pair Trades in Asia-Pacific