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.

Long The GPT Group (GPT AU) Vs. Short Stockland (SGP AU): 5% Stat Arb Opportunity in Aussie REITs

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (1 Dec)

Toyota (7203 JP) Vs. Suzuki (7269 JP): Statistical Arbitrage Pair Reignites with 7% Target Return

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (24 Nov)

Equity Bottom-Up

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<li>
Context: The <a href="https://www.smartkarma.com/entities/gpt-group" target="_blank" data-smartkarma-citation="entities:168:1" rel="noopener">GPT Group (GPT AU)</a> vs. <a href="https://www.smartkarma.com/entities/stockland" target="_blank" data-smartkarma-citation="entities:661:1" rel="noopener">Stockland (SGP AU)</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 Stockland (SGP AU) and short The GPT Group (GPT AU) targets a 4% return, with Stockland (SGP AU) supported by a lower P/E multiple.</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 GPT Group (GPT AU) vs. Stockland (SGP AU) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Stockland (SGP AU) and short The GPT Group (GPT AU) targets a 4% return, with Stockland (SGP AU) supported by a lower P/E multiple.

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.


Stockland (SGP AU) Vs. The GPT Group (GPT AU): Valuation Supports Long/Short Stat Arb Opportunity