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.

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

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (28 Jul)

Credit Corp (CCP AU) Vs. Magellan Financial (MFG AU): Mean Reversion Meets Momentum

New Hope (NHC AU) Vs. Yancoal (YAL AU): Statistical Spread Hits Trigger Zone in Aussie Coal Pair

Pair Trade Signal: LIC Housing Finance (LICHF IN) Long Vs. Canara Bank (CBK IN) Short

Uco Bank Vs. Indian Overseas Bank: Quant-Driven Pair Trade with Fundamental Edge

Long ANZ (ANZ AU), Short National Australia Bank (NAB AU): Banking on Statistical Arbitrage

Equity Bottom-Up

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Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/uco-bank" target="_blank" data-smartkarma-citation="entities:9669:1" rel="noopener">Uco Bank (UCO IN)</a> and <a href="https://www.smartkarma.com/entities/indian-overseas-bank" target="_blank" data-smartkarma-citation="entities:13838:1" rel="noopener">Indian Overseas Bank (IOB IN)</a>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
<li>
Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Uco Bank (UCO IN) and Indian Overseas Bank (IOB IN), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


Samsung Fire & Marine Insuranc (000815 KS)

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