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.

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Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Apr 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Apr 2026)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/jgc-holdings-corp" target="_blank" data-smartkarma-citation="entities:19335:1" rel="noopener">JGC Corp (1963 JP)</a> vs. <a href="https://www.smartkarma.com/entities/tokyo-tatemono-co-ltd" target="_blank" data-smartkarma-citation="entities:10776:1" rel="noopener">Tokyo Tatemono (8804 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/tokyo-tatemono-co-ltd" target="_blank" data-smartkarma-citation="entities:10776:1" rel="noopener">Tokyo Tatemono (8804 JP)</a> and short <a href="https://www.smartkarma.com/entities/jgc-holdings-corp" target="_blank" data-smartkarma-citation="entities:19335:1" rel="noopener">JGC Corp (1963 JP)</a> targets a 10% 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 JGC Corp (1963 JP) vs. Tokyo Tatemono (8804 JP)  price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long Tokyo Tatemono (8804 JP) and short JGC Corp (1963 JP) targets a 10% 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.


Tokyo Tatemono (8804 JP) Vs. JGC (1963 JP): Cross-Sector Dislocation Signals 10% Pair Trade