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 (18 Aug)

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

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

Toyota (7203 JP) Vs. Subaru (7270 JP): Rare Mean-Reversion Setup After Earnings

UCO Bank (UCO IN) Vs. Indian Overseas Bank (IOB IN): Trade Closed as Mean Reversion Hits Target

UCO Bank (UCO IN) Vs. IOB (IOB IN): Catch-Up Potential

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

China Mobile (941 HK) Results on 7 Aug: Low Volatility History Faces Test

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/uco-bank" target="_blank" data-smartkarma-citation="entities:9669:1" rel="noopener">UCO Bank (UCO IN)</a> vs. <a href="https://www.smartkarma.com/entities/central-bank-of-india" target="_blank" data-smartkarma-citation="entities:544:1" rel="noopener">Central Bank Of India (CBOI IN)</a> price-ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Both stocks are trading near 52-week lows, opening a window for a statistically supported mean-reversion setup.</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 UCO Bank (UCO IN) vs. Central Bank Of India (CBOI IN) price-ratio has deviated two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Both stocks are trading near 52-week lows, opening a window for a statistically supported mean-reversion setup.

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.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

UCO Bank (UCO IN) Vs. Central Bank Of India (CBOI IN): Statistical Edge in India Bank Pair Trade

Uco Bank

UCO Bank (UCO IN) Vs. Central Bank Of India (CBOI IN): Statistical Edge in India Bank Pair Trade