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 Punjab National Bank (PNB IN) Vs. Short Canara Bank (CBK IN): Statistical Arbitrage Opportunity

Long Bajaj Finserv (BJFIN IN) Vs. Short Bajaj Finance (BAF IN): Statistical Arb Spread Hits Trigger

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

Yes Bank (YES IN) Vs. IDFC First Bank (IDFCBK IN): Quant Divergence Opens Statistical Arb Window

Canara Bank (CBK IN) Vs. Punjab National Bank (PNB IN): A Relative Value Opportunity

Indian Banks: Adding Canara and UBI to the Buy List, Dropping Bandhan and PNB

Long ICICI (ICICIBC IN) Vs. Short HDFC (HDFCB IN): Spread Trade in High-Profile Indian Bank Pair

Axis Punch: IDFC First Bank Ltd - 02nd July, 2025

Equity Bottom-Up

<ul>
<li>
Context: This article provides an update on a previously identified pair trading opportunity between <a href="https://www.smartkarma.com/entities/punjab-national-bank" target="_blank" data-smartkarma-citation="entities:542:1" rel="noopener">Punjab National Bank (PNB IN)</a> and <a href="https://www.smartkarma.com/entities/canara-bank" target="_blank" data-smartkarma-citation="entities:543:1" rel="noopener">Canara Bank (CBK IN)</a>, based on statistical mean reversion analysis.</li>
<li>
Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.</li>
<li>
Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.</li>
</ul>



Context: This article provides an update on a previously identified pair trading opportunity between Punjab National Bank (PNB IN) and Canara Bank (CBK IN), based on statistical mean reversion analysis.

Key Insights: The trade has now reached its exit signal as the price ratio reverted to its one-standard deviation band, yielding a positive return.

Why Read It: For investors interested in quantitative trading strategies, this article demonstrates how statistical arbitrage can generate short-term alpha and highlights actionable similar opportunities in the current market.


カナラ銀行（CBK IN）対パンジャブ国立銀行（PNB IN）：ペアが平均値に戻ることでポジティブな結果