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.

Long Capricorn (CMM AU) Vs. Short Genesis (GMD AU): 8% Stat Arb Opportunity in Aussie Gold Miners

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

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (5 Jan '26)

Tencent (700 HK) Vs. Hang Seng (HSI INDEX): Price-Ratio Hits Trigger Zone

Long Macquarie (MQG AU) Vs. Short NAB (NAB AU): A Quant-Driven Pair Trade

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (3 Nov)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Oct)

Long Honda (7267 JP) Vs. Short Subaru (7270 JP): Japan Auto Stat Arb Opportunity Targeting 5%

Equity Bottom-Up

<ul>
<li>While approximately 80% of pair trades play out according to plan, a small subset of trades fails to produce a trade close signal within the expected timeframe.</li>
<li>This Insight investigates the phenomenon of parameter drift and how to manage its adverse effects.</li>
<li>Analyzing challenging trades provides valuable insights into model behavior, enhancing both risk management and preparedness for future market shifts.</li>
</ul>


While approximately 80% of pair trades play out according to plan, a small subset of trades fails to produce a trade close signal within the expected timeframe.
This Insight investigates the phenomenon of parameter drift and how to manage its adverse effects.
Analyzing challenging trades provides valuable insights into model behavior, enhancing both risk management and preparedness for future market shifts.


When the Model Chases the Price: Lessons from Two Long-Running Pair Trades