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 (28 Jul)

Credit Corp (CCP AU) Vs. Magellan Financial (MFG AU): Mean Reversion Meets Momentum

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Mean-Reversion Signal in Aussie Energy

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup.

Waypoint REIT (WPR AU) Vs. Region Group (RGN AU): Aussie REIT Spread Trade Looks Ripe

Fisher & Paykel Healthcare: Initiation of Coverage- How Airvo 3 & Consumable Growth Fuel Explosive Revenue Potential!

Netwealth (NWL AU) Vs. Hub24 (HUB AU): Can Netwealth Catch Up to Hub24’s Momentum?

Equity Bottom-Up

Fisher & Paykel Healthcare Cor / Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/fisher-paykel-healthcare-cor" target="_blank" data-smartkarma-citation="entities:24208:1" rel="noopener">Fisher &amp; Paykel Healthcare (FPH AU)</a> vs. <a href="https://www.smartkarma.com/entities/resmed-inc-cdi" target="_blank" data-smartkarma-citation="entities:22653:1" rel="noopener">ResMed (RMD AU)</a> Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: The long position is supported by higher growth aligning well with the statistical analysis. The trade faces some event risk due to an upcoming earnings announcement.</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 Fisher &amp; Paykel Healthcare (FPH AU) vs. ResMed (RMD AU) Price-Ratio has deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: The long position is supported by higher growth aligning well with the statistical analysis. The trade faces some event risk due to an upcoming earnings announcement.

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.


Fisher &amp; Paykel Healthcare(FPH AU) 대 ResMed(RMD AU): 의료계의 혼란

Fisher & Paykel Healthcare Cor

Fisher &amp; Paykel Healthcare(FPH AU) 대 ResMed(RMD AU): 의료계의 혼란

Fisher & Paykel Healthcare(FPH AU) 대 ResMed(RMD AU): 의료계의 혼란