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.

Union Bank of India (UNBK IN) Vs. Canara Bank (CBK IN): Statistical Arbitrage in Indian Banks

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (17 Nov)

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

Long Punjab National Bank (PNB IN) Vs. Short Canara Bank (CBK IN): Statistical Arbitrage Opportunity

Long REA Group (REA AU) Vs. Short News Corp (NWS AU): Spread Opens up Mean-Reversion Opportunity

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/bank-of-baroda" target="_blank" data-smartkarma-citation="entities:545:1" rel="noopener">Bank of Baroda (BOB IN)</a> vs. <a href="https://www.smartkarma.com/entities/canara-bank" target="_blank" data-smartkarma-citation="entities:543:1" rel="noopener">Canara Bank (CBK IN)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long Bank of Baroda (BOB IN) and short Canara Bank (CBK IN) targets a 9% 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 Bank of Baroda (BOB IN) vs. Canara Bank (CBK IN) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Bank of Baroda (BOB IN) and short Canara Bank (CBK IN) targets a 9% 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.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

NSE Nifty PSU Bank Index (NSEPSBK INDEX EQUITY)

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

Bank Of Baroda

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