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 (19 Jan 2026)

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

Great Wall Motor (2333 HK) Vs. Guangzhou Automobile (2238 HK): Quant Pair Trade Targeting 10%

Long Inpex (1605 JP) Vs. Short Nippon Electric Glass (5214 JP): Statistical Arbitrage Targeting 7%

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (12 Jan 2025)

Capricorn Metals (CMM AU) Vs. Perseus Mining (PRU AU): Gold Miners Stat Arb Opportunity Returns

ICICI Lombard General (ICICIGI IN) Vs. ICICI Pru Life (IPRU IN): Proven Stat Arb Pair Returns

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex Corp (1605 JP)</a> vs. <a href="https://www.smartkarma.com/entities/ngk-insulators-ltd" target="_blank" data-smartkarma-citation="entities:12580:1" rel="noopener">NGK Insulators (5333 JP)</a> price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex Corp (1605 JP)</a> and short <a href="https://www.smartkarma.com/entities/ngk-insulators-ltd" target="_blank" data-smartkarma-citation="entities:12580:1" rel="noopener">NGK Insulators (5333 JP)</a> targets an 8% return, with <a href="https://www.smartkarma.com/entities/inpex-corp" target="_blank" data-smartkarma-citation="entities:20665:1" rel="noopener">Inpex (1605 JP)</a> supported by cheaper valuation.</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 Inpex Corp (1605 JP) vs. NGK Insulators (5333 JP) price ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long Inpex Corp (1605 JP) and short NGK Insulators (5333 JP) targets an 8% return, with Inpex (1605 JP) supported by cheaper valuation.

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.


国際石油開発帝石（1605 JP）対日本ガイシ（5333 JP）：クオンツ平均回帰がトリガーゾーンに到達