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 (2 Mar 2026)

Qantas (QAN AU) Vs. Brambles (BXB AU): 9% Earnings Drop Creates Stat Arb Opportunity

Ampol (ALD AU) Vs Woodside Energy (WDS AU): Recurring Energy Pair Trade Targets 10 Percent

Long F&P Health (FPH AU) Vs. Short ResMed (RMD AU): Pair Trade with 7% Upside Potential

ResMed (RMD AU)  Vs. Fisher & Paykel Healthcare (FPH AU): Aussie Statistical Arbitrage Reloaded

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (23 Feb 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (16 Feb 2026)

Commonwealth Bank (CBA AU) Vs. Insurance Australia (IAG AU): Tail Event Splits Aussie Financials

Equity Bottom-Up

<ul>
<li>
Context: The <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> vs. <a href="https://www.smartkarma.com/entities/resmed-inc-cdi" target="_blank" data-smartkarma-citation="entities:22653:1" rel="noopener">ResMed (RMD AU)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long <a href="https://www.smartkarma.com/entities/resmed-inc-cdi" target="_blank" data-smartkarma-citation="entities:22653:1" rel="noopener">ResMed (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 5% return, with ResMed supported by cheaper valuations.</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: The Fisher &amp; Paykel Healthcare (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.

Highlights: Going long ResMed (RMD AU) and short Fisher &amp; Paykel Healthcare (FPH AU) targets a 5% return, with ResMed supported by cheaper valuations.

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): Proven Statistical Arbitrage Pair Trade Returns

ResMed Inc

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