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.

Samsung Fire & Marine (000810 KS) Vs. Samsung F&M Pref (000815 KS): Rare Share-Class Dislocation

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

National Australia Bank (NAB AU) Vs MVB ETF (MVB AU): Three-Sigma Gap Opens Vs Sector

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (9 May 2026)

Equity Bottom-Up

Samsung Fire & Marine Insuranc / Equity Bottom-Up

Samsung Fire & Marine Insuranc (000815 KS)

<ul>
<li>
Context: The price ratio of <a href="https://www.smartkarma.com/entities/samsung-fire-marine-insurance" target="_blank" data-smartkarma-citation="entities:511:1" rel="noopener">Samsung Fire &amp; Marine Insurance Common Shares (000810 KS)</a> vs. <a href="https://www.smartkarma.com/entities/samsung-fire-marine-insuranc" target="_blank" data-smartkarma-citation="entities:27499:1" rel="noopener">Preferred Shares (000815 KS)</a> has deviated more than three standard deviations from its one-year average.</li>
<li>
 Highlight: Going long <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 Preferred Shares (000815 KS)</a> and short <a href="https://www.smartkarma.com/entities/samsung-fire-marine-insurance" target="_blank" data-smartkarma-citation="entities:511:1" rel="noopener">Samsung Fire &amp; Marine Insurance Common Shares (000810 KS)</a>  targets a 4% 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: The price ratio of Samsung Fire &amp; Marine Insurance Common Shares (000810 KS) vs. Preferred Shares (000815 KS) has deviated more than three standard deviations from its one-year average.

 Highlight: Going long Samsung Fire &amp; Marine Insurance Preferred Shares (000815 KS) and short Samsung Fire &amp; Marine Insurance Common Shares (000810 KS)  targets a 4% 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.


Samsung Fire & Marine Insurance (000810 KS)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Samsung Fire & Marine Preferred (000815 KS) Vs Common (000810 KS): Share-Class Dislocation Returns