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 Sep)

Bendigo (BEN AU) Vs. NAB (NAB AU): Price-Ratio Signals 5% Pair Trade Potential In Aussie Banks

Stat-Arb Pair Trade: Long Central Bank Of India (CBOI IN) Vs. Short Indian Overseas Bank (IOB IN)

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

Tencent (700 HK): Positioning After 41% YTD Rally with Collar Strategies

Tencent (700 HK): Rally Before Results, Options Market Repricing After

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a> vs. <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: After Tencent's recent outperformance, going long the HSI and short Tencent 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 Tencent (700 HK) vs. Hang Seng Index (HSI INDEX) price-ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: After Tencent's recent outperformance, going long the HSI and short Tencent 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.


Tencent (700 HK) Vs. Hang Seng (HSI INDEX): Price-Ratio Hits Trigger Zone