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.

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (1 June 2026)

Relative Value Opportunities in Australia (1 June 2026)

Sojitz (2768 JP) Vs ENEOS (5020 JP): Trading Japan's Energy–Industry Divide

ResMed (RMD AU) Vs. F&P Health (FPH AU): Proven Statistical Arbitrage Pair Trade Returns

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 May 2026)

ResMed (RMD AU) Vs. F&P Health (FPH AU): Recurring Stat Arb Opportunity Targets 6 Percent

ICICI Life (IPRU IN) Vs ICICI GIC (ICICIGI IN): Track Record Supports Fresh Pair Trade

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 May 2026)

Equity Bottom-Up

<ul>
<li>
Context: Following F&amp;P earnings, The Fisher &amp; Paykel Health (FPH AU) vs. ResMed (RMD AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlight: Going long <a href="https://www.smartkarma.com/entities/resmed-inc-cdi" target="_blank" data-smartkarma-citation="entities:22653:1" rel="noopener">ResMed Inc (RMD AU)</a> and short <a href="https://www.smartkarma.com/entities/fisher-paykel-healthcare-cor" target="_blank" data-smartkarma-citation="entities:24208:1" rel="noopener">Fisher &amp; Paykel Healthcare (FPH AU)</a>  targets a 8% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: Following F&amp;P earnings, The Fisher &amp; Paykel Health (FPH AU) vs. ResMed (RMD AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long ResMed Inc (RMD AU) and short Fisher &amp; Paykel Healthcare (FPH AU)  targets a 8% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


ResMed (RMD AU) Vs. F&P Health (FPH AU): Earnings Jump Triggers Stat Arb Signal