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 Opportunity: Bank of India (BOI IN) Vs. Union Bank of India (UNBK IN)

ICICI Lombard (ICICIGI IN) Vs. SBI Life (SBILIFE IN): Mean Reversion Delivers Gains, Trade Exit

Relative Value Opportunity: Region Group (RGN AU) Vs. Waypoint REIT (WPR AU)

This Friday’s RBI Decision: Nifty Bank Slips Either Way, History Suggests

State Bank of India - RoA Delivery of 1% Does Not Seem Challenging Despite NIM Headwinds

Nifty 50 and the RBI Rate Decision: History Has a Pattern

Event-Driven

<ul>
<li>The Reserve Bank of India (RBI) will announce its monetary policy decision on Friday, June 6, 2025. Market consensus expects a rate cut to 5.75%.</li>
<li>Analysis of the <a href="https://www.smartkarma.com/entities/state-bank-of-india" target="_blank" data-smartkarma-citation="entities:160:1" rel="noopener">State Bank Of India (SBIN IN)</a> over the past decade shows mostly negative returns on rate decision days when a cut is expected.</li>
<li>This Insight highlights actionable insights for traders by revealing historical patterns in the <a href="https://www.smartkarma.com/entities/state-bank-of-india" target="_blank" data-smartkarma-citation="entities:160:1" rel="noopener">State Bank Of India</a>’s behavior on RBI rate decision days and breaking down price dynamics by scenario.</li>
</ul>


The Reserve Bank of India (RBI) will announce its monetary policy decision on Friday, June 6, 2025. Market consensus expects a rate cut to 5.75%.
Analysis of the State Bank Of India (SBIN IN) over the past decade shows mostly negative returns on rate decision days when a cut is expected.
This Insight highlights actionable insights for traders by revealing historical patterns in the State Bank Of India’s behavior on RBI rate decision days and breaking down price dynamics by scenario.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

State Bank of India (SBIN IN): Reserve Bank of India Day Patterns Offer a Tactical Trade Setup

SBI (State Bank of India)

State Bank of India (SBIN IN): Reserve Bank of India Day Patterns Offer a Tactical Trade Setup