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.

Australia: Relative Value Opportunities and Pair Trades (29 June 2026)

Yancoal (YAL AU) Vs Woodside (WDS AU): Fresh Opportunity in Proven Pair Targeting 7%

Australia: Relative Value Opportunities and Pair Trades (7July 2026)

Relative Value Opportunities in Australia (15 June 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 June 2026)

CommBank (CBA AU) Vs QBE Insurance (QBE AU): The Spread Reopens — Again

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/anz-group-holdings-ltd" target="_blank" data-smartkarma-citation="entities:40898:1" rel="noopener">ANZ (ANZ AU)</a> vs. <a href="https://www.smartkarma.com/entities/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac (WBC AU)</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/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac (WBC AU)</a> and short <a href="https://www.smartkarma.com/entities/anz-group-holdings-ltd" target="_blank" data-smartkarma-citation="entities:40898:1" rel="noopener">ANZ (ANZ AU)</a>  targets a 4% 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 ANZ (ANZ AU) vs. Westpac (WBC AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Westpac (WBC AU) and short ANZ (ANZ AU)  targets a 4% 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.


VanEck Vectors Australian Banks ETF (MVB AU)

Westpac (WBC AU) Vs ANZ (ANZ AU): Big Four Divergence Signals Pair Trade

Westpac Banking

Westpac (WBC AU) Vs ANZ (ANZ AU): Big Four Divergence Signals Pair Trade