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.

Bendigo Bank (BEN AU) Vs Macquarie (MQG AU): David Vs Goliath Pair Trade Setup Ahead of Earnings

National Australia Bank (NAB AU) Vs MVB ETF (MVB AU): Three-Sigma Gap Opens Vs Sector

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 May 2026)

Bank of Queensland (BOQ AU) Vs CommBank (CBA AU): Earnings Drop Triggers Stat Arb Signal

NAB (NAB AU) Vs Westpac (WBC AU): Peer Bank Spread Hits Stat Arb Trigger

ASX Banks: May Earnings Could Widen Relative Value Dislocations

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Apr 2026)

Equity Derivatives

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<li>
Context: Australia's largest banks, plus <a href="https://www.smartkarma.com/entities/woodside-energy-group-ltd" target="_blank" data-smartkarma-citation="entities:13190:1" rel="noopener">Woodside Energy (WDS AU)</a>, are due to report within the next two weeks. Collectively, they account for 30% of the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>. </li>
<li>
Why Read: A beat or miss of expectations can result in a strong move, up or down. This Insight provides an indication of how big a move to expect.</li>
<li>
Highlights: Option traders price in moves greater than ±5.0% for <a href="https://www.smartkarma.com/entities/national-australia-bank-ltd" target="_blank" data-smartkarma-citation="entities:15:1" rel="noopener">National Australia Bank (NAB AU)</a> and <a href="https://www.smartkarma.com/entities/macquarie-group-ltd" target="_blank" data-smartkarma-citation="entities:310:1" rel="noopener">Macquarie Group (MQG AU)</a>. </li>
</ul>



Context: Australia's largest banks, plus Woodside Energy (WDS AU), are due to report within the next two weeks. Collectively, they account for 30% of the S&amp;P/ASX 200 (AS51 INDEX). 

Why Read: A beat or miss of expectations can result in a strong move, up or down. This Insight provides an indication of how big a move to expect.

Highlights: Option traders price in moves greater than ±5.0% for National Australia Bank (NAB AU) and Macquarie Group (MQG AU). 


VanEck Vectors Australian Banks ETF (MVB AU)

Australia & New Zealand Bankin (ANZBY US)

Commonwealth Bank of Australia (CMWAY US)

NAB(NAB AU)와 Macquarie(MQG AU): 옵션 거래, 실적 발표 앞두고 큰 폭의 변동 가능성 시사