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.

Four New Statistical Arbitrage Opportunities in Asia-Pac

Punjab National Bank (PNB IN) Vs. Bank of India (BOI IN): Quant-Driven Pair Trade in Indian Banks

Stat-Arb Pair Trade: Long Bank of Baroda (BOB IN) Vs. Short Canara Bank (CBK IN)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

Australia’s Big Banks: Options Flash Mixed Signals Ahead of Earnings

CBA, ANZ, Westpac, NAB: Volatility Runs High Ahead of Imminent Catalysts

Equity Bottom-Up

<ul>
<li>Six Australian stock pairs have triggered new mean-reversion trade signals, with price ratios deviating more than two standard deviations from their one-year averages.</li>
<li>Upcoming earnings announcements could add volatility and shape short-term trade outcomes.</li>
<li>Essential for quantitative traders seeking mean-reversion opportunities, outlining opportunities and key risk considerations.</li>
</ul>


Six Australian stock pairs have triggered new mean-reversion trade signals, with price ratios deviating more than two standard deviations from their one-year averages.
Upcoming earnings announcements could add volatility and shape short-term trade outcomes.
Essential for quantitative traders seeking mean-reversion opportunities, outlining opportunities and key risk considerations.


VanEck Vectors Australian Banks ETF (MVB AU)

Six Fresh Relative Value Opportunities in Australia Signal New Stat Arb Trades

CAR Group

Six Fresh Relative Value Opportunities in Australia Signal New Stat Arb Trades