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.

Ampol (ALD AU) Vs. Woodside Energy (WDS AU): Fueling an Aussie Mean-Reversion Trade

Long ANZ (ANZ AU), Short National Australia Bank (NAB AU): Banking on Statistical Arbitrage

Relative Value Roundup: Performance Recap of Pair Trades in Asia-Pacific

Bajaj Finance (BAF IN) Vs. Kotak Mahindra Bank (KMB IN) - Trade Exit and Take Profit

Relative Value Opportunity: Region Group (RGN AU) Vs. Waypoint REIT (WPR AU)

Pair Trade Signal: LIC Housing Finance (LICHF IN) Long Vs. Canara Bank (CBK IN) Short

Equity Bottom-Up

<ul>
<li>
Context: Statistical analysis of a relative value opportunity between <a href="https://www.smartkarma.com/entities/perseus-mining-ltd" target="_blank" data-smartkarma-citation="entities:15306:1" rel="noopener">Perseus Mining (PRU AU)</a> and <a href="https://www.smartkarma.com/entities/capricorn-metals-ltd" target="_blank" data-smartkarma-citation="entities:10775:1" rel="noopener">Capricorn Metals (CMM AU)</a>, two Australian gold miners.</li>
<li>
Highlights: Going long Perseus Mining and short Capricorn Metals targets a 9% return to the statistical mean reversion level, with Perseus offering cheaper valuations and higher growth.</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: Statistical analysis of a relative value opportunity between Perseus Mining (PRU AU) and Capricorn Metals (CMM AU), two Australian gold miners.

Highlights: Going long Perseus Mining and short Capricorn Metals targets a 9% return to the statistical mean reversion level, with Perseus offering cheaper valuations and higher growth.

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.


페르세우스 마이닝 vs. 카프리콘 메탈: 통계적 차익거래로 금광을 발견하다