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 (8 June 2026)

Relative Value Opportunities in Japan (8 June 2026)

Relative Value Opportunities in Australia (8 June 2026)

Relative Value Opportunities in Japan (1 June 2026)

Honda Motor (7267 JP / HMC US): Caught Between China’s EV Rise and America’s Protectionism

Long Honda (7267 JP) Vs. Short Subaru (7270 JP): Japan Auto Stat Arb Opportunity Targeting 5%

Nisshin Seifun (2002 JP) Vs Kirin (2503 JP): Flour Power in a Mean-Reversion Trade Targeting 7%

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 May 2026)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/fuji-heavy-industries-ltd" target="_blank" data-smartkarma-citation="entities:5439:1" rel="noopener">Subaru (7270 JP)</a> vs. <a href="https://www.smartkarma.com/entities/honda-motor-co-ltd" target="_blank" data-smartkarma-citation="entities:154:1" rel="noopener">Honda Motor (7267 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/fuji-heavy-industries-ltd" target="_blank" data-smartkarma-citation="entities:5439:1" rel="noopener">Subaru (7270 JP)</a> and short <a href="https://www.smartkarma.com/entities/honda-motor-co-ltd" target="_blank" data-smartkarma-citation="entities:154:1" rel="noopener">Honda Motor (7267 JP)</a>  targets a 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 Subaru (7270 JP) vs. Honda Motor (7267 JP) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long Subaru (7270 JP) and short Honda Motor (7267 JP)  targets a 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.


Subaru (7270 JP) Vs Honda (7267 JP): Auto Peers Drift Apart

Subaru Corp

Subaru (7270 JP) Vs Honda (7267 JP): Auto Peers Drift Apart