Derivatives and Quantitative Strategist

Gaudenz Schneider

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/kuaishou-technology" target="_blank" data-smartkarma-citation="entities:29725:1" rel="noopener">Kuaishou Technology (1024 HK)</a> is set to report its latest financial results tomorrow, Tuesday 25 March, after market close.</li>
<li>
Expected Price Movement: Historical median price movement post-earnings is 5.6%, with option implied movement at 5.9%, indicating consistent expectations.</li>
<li>
Options Strategies: Discussion of option strategies and trading opportunities, or the lack thereof, based on the narrow margin of the March 28 straddle pricing.</li>
</ul>



Kuaishou Technology (1024 HK) is set to report its latest financial results tomorrow, Tuesday 25 March, after market close.

Expected Price Movement: Historical median price movement post-earnings is 5.6%, with option implied movement at 5.9%, indicating consistent expectations.

Options Strategies: Discussion of option strategies and trading opportunities, or the lack thereof, based on the narrow margin of the March 28 straddle pricing.


Kuaishou Technology (1024 HK) Earnings Tomorrow: Anticipated Price Movements

Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

Korea Stock Exchange KOSPI 200 / Equity Derivatives

<ul>
<li>A weekly recap of volatility and price metrics, including option volumes, volatility trends, the spot/implied relationship, and open interest statistics.</li>
<li>Kospi extended its gains after a strong start, maintaining its position as a relative outperformer.</li>
<li>We examine Kospi’s recent outperformance against comparable indices as well as SP500.</li>
</ul>


A weekly recap of volatility and price metrics, including option volumes, volatility trends, the spot/implied relationship, and open interest statistics.
Kospi extended its gains after a strong start, maintaining its position as a relative outperformer.
We examine Kospi’s recent outperformance against comparable indices as well as SP500.


Kospi Index Options Weekly (Mar 17 – 21): Extending Gains and Outperformance

Hang Seng China Enterprises Index / Equity Derivatives

<ul>
<li>A weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest statistics.</li>
<li>A strong start to the week reversed sharply after key earnings releases.</li>
<li>We examine the dislocation between implied and historic volatility and assess whether this week’s drop in implied vol was overdone.</li>
</ul>


A weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest statistics.
A strong start to the week reversed sharply after key earnings releases.
We examine the dislocation between implied and historic volatility and assess whether this week’s drop in implied vol was overdone.


HSCEI Index Options Weekly (March 17-21): Optimism Fades as Key Earnings Weigh on Markets

Event-Driven

<ul>
<li>
India: Index changes for Nifty indices will take place. Multiple option expiries are scheduled, impacting stocks and indices such as the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY 50 Index</a>, and the <a href="https://www.smartkarma.com/entities/s-p-bse-sensex-index" target="_blank" data-smartkarma-citation="entities:31494:1" rel="noopener">SENSEX Index</a>.</li>
<li>
Asia-Pacific: Key events include Hong Kong's earnings week and Tokyo CPI release, while Australia reports its Monthly CPI indicator.</li>
<li>
USA: Significant releases include the final Q4 2024 GDP figures and the PCE Price Index, the Fed's preferred inflation gauge.</li>
</ul>



India: Index changes for Nifty indices will take place. Multiple option expiries are scheduled, impacting stocks and indices such as the NIFTY 50 Index, and the SENSEX Index.

Asia-Pacific: Key events include Hong Kong's earnings week and Tokyo CPI release, while Australia reports its Monthly CPI indicator.

USA: Significant releases include the final Q4 2024 GDP figures and the PCE Price Index, the Fed's preferred inflation gauge.


Market Movers: Key Dates at a Glance (March 24-30)

Asia L/S Equity PM/Macro/Thematic Idea Generation

Rikki Malik

Cross Asset Strategy

<ul>
<li>A review of recent events/data impacting our investment themes or outlook</li>
<li>The investment world has turned upside down where established norms have gone into reverse.</li>
<li>The new investing environment needs to be paid attention to.</li>
</ul>


A review of recent events/data impacting our investment themes or outlook
The investment world has turned upside down where established norms have gone into reverse.
The new investing environment needs to be paid attention to.


Hong Kong

The Hang Seng Index is a free-float capitalization-weighted index of a selection of companies from the Stock Exchange of Hong Kong. The components of the index are divided into four subindices: Commerce and Industry, Finance, Utilities, and Properties. The index was developed with a base level of 100 as of July 31, 1964.

Hang Seng Index (HSI INDEX)

Kuaishou Technology (1024 HK) Earnings Tomorrow: Anticipated Price Movements

Kuaishou Technology to report financial results today with consistent price movement expectations and limited options trading opportunities.

Gaudenz Schneider

Kospi Index Options Weekly (Mar 17 – 21): Extending Gains and Outperformance

Weekly recap of Kospi's outperformance, analyzing volatility metrics, option volumes, and open interest statistics against SP500 and other indices.

John Ley

HSCEI Index Options Weekly (March 17-21): Optimism Fades as Key Earnings Weigh on Markets

Weekly recap of volatility and price metrics, analyzing the dislocation between implied and historic volatility following a sharp reversal in...

John Ley

Market Movers: Key Dates at a Glance (March 24-30)

Index changes in India's Nifty indices, key events in Asia-Pacific, and significant releases in the USA impacting stocks and indices globally.

Gaudenz Schneider

Overview#20 - Welcome to Bizzaro World!

A review of recent events/data impacting our investment themes and outlook. The new investing landscape is a complete reversal of what has worked...

Rikki Malik

Kuaishou Technology (1024 HK) Earnings Tomorrow: Anticipated Price Movements

​Kuaishou Technology to report financial results today with consistent price movement expectations and limited options trading opportunities.

Gaudenz Schneider

Kospi Index Options Weekly (Mar 17 – 21): Extending Gains and Outperformance

​Weekly recap of Kospi's outperformance, analyzing volatility metrics, option volumes, and open interest statistics against SP500 and other indices.

John Ley

HSCEI Index Options Weekly (March 17-21): Optimism Fades as Key Earnings Weigh on Markets

​Weekly recap of volatility and price metrics, analyzing the dislocation between implied and historic volatility following a sharp reversal in...

John Ley

Market Movers: Key Dates at a Glance (March 24-30)

​Index changes in India's Nifty indices, key events in Asia-Pacific, and significant releases in the USA impacting stocks and indices globally.

Gaudenz Schneider

Overview#20 - Welcome to Bizzaro World!

A review of recent events/data impacting our investment themes and outlook. The new investing landscape is a complete reversal of what has worked...

Rikki Malik

Kuaishou Technology to report financial results today with consistent price movement expectations and limited options trading opportunities.

Weekly recap of Kospi's outperformance, analyzing volatility metrics, option volumes, and open interest statistics against SP500 and other indices.

Weekly recap of volatility and price metrics, analyzing the dislocation between implied and historic volatility following a sharp reversal in...

Index changes in India's Nifty indices, key events in Asia-Pacific, and significant releases in the USA impacting stocks and indices globally.