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 Roundup: Opportunities and Performance Recap of Pair Trades in Asia-Pacific

AUB Group (AUB AU) Vs. Soul Pattinson (SOL AU): Aussie Financial Pair Offers Short-Term Opportunity

Long ICICI (ICICIBC IN) Vs. Short HDFC (HDFCB IN): Spread Trade in High-Profile Indian Bank Pair

Samsung Fire & Marine Ins (000815 KS) Vs. Woori Financial (316140 KS): A Pair Trade Investigation

Korean Banks; Presidential Election Drives Positive View on Hana (086790 KS) And Woori (316140 KS)

Bajaj Finance (BAF IN) Vs. Kotak Mahindra Bank (KMB IN): A Relative Value Play

Equity Bottom-Up

Woori Financial Group  / Equity Bottom-Up

<ul>
<li>
Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/samsung-fire-marine-insuranc" target="_blank" data-smartkarma-citation="entities:27499:1" rel="noopener">Samsung Fire &amp; Marine Insuranc (000815 KS)</a> and <a href="https://www.smartkarma.com/entities/woori-financial-group-inc" target="_blank" data-smartkarma-citation="entities:27995:1" rel="noopener">Woori Financial Group (316140 KS)</a>.</li>
<li>
Key Insights: The pair has not mean-reverted.  This Insight discusses the use of a Stop Loss in a statistical pair trading context and why one might be considered at this point.</li>
<li>
Why Read It: For investors interested in quantitative strategies, this article demonstrates some of the mechanics of statistical arbitrage and which indicators can be used to decide on exiting a position.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Samsung Fire &amp; Marine Insuranc (000815 KS) and Woori Financial Group (316140 KS).

Key Insights: The pair has not mean-reverted.  This Insight discusses the use of a Stop Loss in a statistical pair trading context and why one might be considered at this point.

Why Read It: For investors interested in quantitative strategies, this article demonstrates some of the mechanics of statistical arbitrage and which indicators can be used to decide on exiting a position.


Samsung Fire & Marine Insuranc (000815 KS)

Samsung F&M (000815 KS) Vs. Woori (316140 KS): No Mean Reversion (Yet), Time to Reassess the Pair