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.

Tencent (700 HK) Top Trades: Bearish Positioning and Long Volatility Dominate

Alibaba (9988 HK) Top Trades: Bullish Bias and Long Volatility Dominate

BYD (1211 HK) Top Trades: Bearish Positioning and Long Volatility Dominate

Tencent (700 HK): Option Traders Position Ahead of 13 May Earnings

Tencent (700 HK) Tactical Outlook: Is the Selloff Over? Model Signals Reversal Ahead of Earnings

Tencent (700 HK) Earnings on 13 May: Patterns, Pricing, and Volatility Setup

Event-Driven

<ul>
<li>
Context:<a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd" target="_blank" data-smartkarma-citation="entities:787:1" rel="noopener">Alibaba (BABA US)</a> and <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd-69366efb-cf6b-404d-a0e4-c6b9b2e128dc" target="_blank" data-smartkarma-citation="entities:17:1" rel="noopener">Tencent Holdings (ADR) (TCEHY US)</a> rallied in US trading after reporting earnings, pointing to a positive read-through for Hong Kong trading on 14 May.</li>
<li>
Highlights: The US-listed moves point to a positive opening impulse for <a href="https://www.smartkarma.com/entities/alibaba-group-holding-limited" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba (9988 HK)</a> and <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a> in Hong Kong, with potential follow-through into <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI</a> and <a href="https://www.smartkarma.com/entities/hang-seng-tech-index" target="_blank" data-smartkarma-citation="entities:31367:1" rel="noopener">HSTECH </a> futures.</li>
<li>
Why Read: The note links ADR moves, index weights, futures pricing, and Alibaba’s post-earnings implied volatility reset into one short market update.</li>
</ul>



Context:Alibaba (BABA US) and Tencent Holdings (ADR) (TCEHY US) rallied in US trading after reporting earnings, pointing to a positive read-through for Hong Kong trading on 14 May.

Highlights: The US-listed moves point to a positive opening impulse for Alibaba (9988 HK) and Tencent (700 HK) in Hong Kong, with potential follow-through into HSI and HSTECH  futures.

Why Read: The note links ADR moves, index weights, futures pricing, and Alibaba’s post-earnings implied volatility reset into one short market update.


Hang Seng China Enterprises Index (HSCEI INDEX)

Alibaba (9988 HK/BABA), Tencent (700 HK/TCEHY) Rally Overnight; HSI Futures Point to Higher Open