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): A Statistical Pair Trade Opportunity

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

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A Pair Trade (Basket) Of Korean Banks Vs Securities

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

Korea's Large Banks & Hanwah Ocean - Credit Reversals or Overhang?

Canara Bank (CBK IN) Vs. Punjab National Bank (PNB IN): A Relative Value Opportunity

Axis Punch: Canara Bank Ltd - 14 May 2025

Equity Bottom-Up

Woori Financial Group  / Equity Bottom-Up

<ul>
<li>The <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 Insurance (000815 KS)</a> vs. <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> Price-Ratio has deviated two standard deviations from its one-year average, highlighting a potential tactical opportunity.</li>
<li>Statistical and fundamental arguments are provided for and against a relative value trade in this pair that derives from two different industries.</li>
<li>Trade setup, statistical properties, factor exposure, risk management strategies, and key events are discussed.</li>
</ul>


The Samsung Fire &amp; Marine Insurance (000815 KS) vs. Woori Financial Group (316140 KS) Price-Ratio has deviated two standard deviations from its one-year average, highlighting a potential tactical opportunity.
Statistical and fundamental arguments are provided for and against a relative value trade in this pair that derives from two different industries.
Trade setup, statistical properties, factor exposure, risk management strategies, and key events are discussed.


Samsung Fire & Marine Insuranc (000815 KS)

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