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 (28 Jul)

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

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean-Reversion Signal in Aussie Energy

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

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

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

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?

Equity Bottom-Up

<ul>
<li>
Context: The <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> vs. <a href="https://www.smartkarma.com/entities/uco-bank" target="_blank" data-smartkarma-citation="entities:9669:1" rel="noopener">UCO Bank (UCO IN)</a> Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Statistical mean reversion suggests short-term outperformance of UCO Bank (UCO IN), also supported by more attractive valuations.</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 Indian Overseas Bank (IOB IN) vs. UCO Bank (UCO IN) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Statistical mean reversion suggests short-term outperformance of UCO Bank (UCO IN), also supported by more attractive valuations.

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 PSU Bank Index (NSEPSBK INDEX EQUITY)

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