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.

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Fisher & Paykel Healthcare (FPH AU) Vs. ResMed (RMD AU): Dislocation in Healthcare

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

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

Region (RGN AU) Vs. Waypoint REIT (WPR AU) - Trade Exit and Take Profit

Arena REIT (ARF AU) Vs National Storage REIT (NSR AU): Statistical Arbitrage in Two Australian REITs

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/region-re-ltd" target="_blank" data-smartkarma-citation="entities:20100:1" rel="noopener">Region (RGN AU)</a> vs. <a href="https://www.smartkarma.com/entities/waypoint-reit" target="_blank" data-smartkarma-citation="entities:22851:1" rel="noopener">Waypoint REIT (WPR AU)</a> Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: The pair shows strong alignment in both statistical terms and fundamental metrics and factors.</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 Region (RGN AU) vs. Waypoint REIT (WPR AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: The pair shows strong alignment in both statistical terms and fundamental metrics and factors.

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.


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