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 (9 May 2026)

Kajima (1812 JP) Vs Shimizu (1803 JP): Shimizu Earnings Jump Creates Three Sigma Dislocation

IDFC First Bank (IDFCFB IN) Vs Yes Bank (YES IN): Track Record Supports Fresh Pair Trade

Sojitz (2768 JP) Vs. Dowa Holdings (5714 JP): Quant Pair Trade Signals Opportunity

Sojitz (2768.T) — Japan’s Rare Earth Play

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Apr 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Apr 2026)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/sojitz-corp" target="_blank" data-smartkarma-citation="entities:14437:1" rel="noopener">Sojitz (2768 JP)</a> vs. <a href="https://www.smartkarma.com/entities/denka-co-ltd" target="_blank" data-smartkarma-citation="entities:1394:1" rel="noopener">Denka (4061 JP)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
 Highlight: Going long <a href="https://www.smartkarma.com/entities/sojitz-corp" target="_blank" data-smartkarma-citation="entities:14437:1" rel="noopener">Sojitz (2768 JP)</a> and short <a href="https://www.smartkarma.com/entities/denka-co-ltd" target="_blank" data-smartkarma-citation="entities:1394:1" rel="noopener">Denka (4061 JP)</a> targets an 8% 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 Sojitz (2768 JP) vs. Denka (4061 JP) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long Sojitz (2768 JP) and short Denka (4061 JP) targets an 8% 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.


Sojitz (2768 JP) Vs. Denka (4061 JP): Quant Pair Trade Across Industries

Sojitz Corp

Sojitz (2768 JP) Vs. Denka (4061 JP): Quant Pair Trade Across Industries