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.

Alibaba (BABA US): Options Price a Big Earnings Move on 13 May

Alibaba (9988 HK / BABA US): HK Options Price a Larger-Than-Usual Earnings Move

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

Tencent (700 HK) Results on 18 March: Expected Price Action and Options Signals

Alibaba (9988 HK): Top Trades Ahead of Earnings

Alibaba (9988 HK): Expected Earnings-Day Swings and Options Market View

Tencent (700 HK): Plunge Without Material Bad News, To Create Opportunity After Coming Results

Tencent/NetEase: None Got Approval in Feb

Event-Driven

<ul>
<li>
<a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd-d7b798e2-202d-4e01-9a1e-799e2ae8f0c7" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba (9988 HK)</a> / <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> will announce quarterly results on Thursday, March 19, 7:30 p.m. HKT (7:30 a.m. U.S. Eastern Time).</li>
<li>Options markets anticipate a significant price move, in-line with history. Implied volatility is expected to drop significantly after the event.</li>
<li>Gain insight into <a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd-d7b798e2-202d-4e01-9a1e-799e2ae8f0c7" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba's (9988 HK)</a> earnings-day price history, volatility setup, and volatility dynamics to be ready for the upcoming announcement.</li>
</ul>



Alibaba (9988 HK) / Alibaba (BABA US) will announce quarterly results on Thursday, March 19, 7:30 p.m. HKT (7:30 a.m. U.S. Eastern Time).
Options markets anticipate a significant price move, in-line with history. Implied volatility is expected to drop significantly after the event.
Gain insight into Alibaba's (9988 HK) earnings-day price history, volatility setup, and volatility dynamics to be ready for the upcoming announcement.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng Investment Index Funds Series II - HSI ETF (2833 HK)

Hang Seng Investment Index Funds Series II - HSI ETF

Alibaba (9988 HK / BABA US) Earnings on 19 March: Price Dynamics and Expected Moves