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.

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Event-Driven

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<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>, <a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd" target="_blank" data-smartkarma-citation="entities:787:1" rel="noopener">BABA US) </a>will report its June Quarter 2026 results on 20 August and hold its conference call at 7:30 p.m. Hong Kong time.</li>
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Highlights: HK-listed options imply a move broadly in line with Alibaba’s historical earnings-day median, while U.S.-listed options price a materially larger move than historical averages.</li>
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Why Read: Gain insight into Alibaba’s HK-listed earnings-day price history, divergent US/HK pricing, volatility term structure, and index implications ahead of the upcoming results announcement.</li>
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Alibaba (9988 HK, BABA US) will report its June Quarter 2026 results on 20 August and hold its conference call at 7:30 p.m. Hong Kong time.

Highlights: HK-listed options imply a move broadly in line with Alibaba’s historical earnings-day median, while U.S.-listed options price a materially larger move than historical averages.

Why Read: Gain insight into Alibaba’s HK-listed earnings-day price history, divergent US/HK pricing, volatility term structure, and index implications ahead of the upcoming results announcement.


Hang Seng China Enterprises Index (HSCEI INDEX)

Alibaba (9988 HK / BABA US) Earnings on 20 Aug: HK and US Options Diverge