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 (2 Feb 2026)

HDFC Bank (HDFCB IN): Underperformance Turns into an Overweight Signal

Toyota Motor (7203 JP // TM US): Options Price a Big Earnings Move on Feb 6

Long Inpex (1605 JP) Vs. Short Nippon Electric Glass (5214 JP): Statistical Arbitrage Targeting 7%

Inpex Corp (1605 JP) Vs. NGK Insulators (5333 JP): Quant Mean-Reversion Hits Trigger Zone

Capricorn Metals (CMM AU) Vs. Perseus Mining (PRU AU): Gold Miners Stat Arb Opportunity Returns

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (12 Jan 2025)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex Corp (1605 JP)</a> vs. <a href="https://www.smartkarma.com/entities/tokuyama-corp" target="_blank" data-smartkarma-citation="entities:14781:1" rel="noopener">Tokuyama Corp (4043 JP)</a> price ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long <a href="https://www.smartkarma.com/entities/tokuyama-corp" target="_blank" data-smartkarma-citation="entities:14781:1" rel="noopener">Tokuyama Corp (4043 JP)</a> and short <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex Corp (1605 JP)</a> targets a 12% 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 Inpex Corp (1605 JP) vs. Tokuyama Corp (4043 JP) price ratio has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Tokuyama Corp (4043 JP) and short Inpex Corp (1605 JP) targets a 12% 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.


Tokuyama (4043 JP) Vs. Inpex Corp (1605 JP): Statistical Arbitrage Targeting 12%