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 (7July 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (27 Jul 2026)

Bank Of Baroda (BOB IN) Vs Punjab National Bank (PNB IN): A Third Signal, A 6% Target

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (29 June 2026)

Yancoal (YAL AU) Vs. Woodside (WDS AU): Earnings Shock Opens Stat Arb Window

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

Australia: Relative Value Opportunities and Pair Trades (22 June 2026)

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside (WDS AU)</a> vs. <a href="https://www.smartkarma.com/entities/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal (YAL 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/yancoal-australia-ltd" target="_blank" data-smartkarma-citation="entities:4145:1" rel="noopener">Yancoal (YAL AU)</a> and short <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside (WDS AU)</a>  targets a 7% 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 Woodside (WDS AU) vs. Yancoal (YAL AU) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlight: Going long Yancoal (YAL AU) and short Woodside (WDS AU)  targets a 7% 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.


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

Yancoal Australia

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