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 (9988 HK): Top Trades and Strategic Insights from Options Trading

Tencent (700 HK): Top Trades and Strategy Insights from Options Trading

Hang Seng Index (HSI INDEX) Top Trades: Recent Option Flow Reveals Strategic Positioning

Alibaba (9988 HK): Navigating Post-Earnings Volatility

JD.com (9618 HK): Top Trades and Strategic Insights from HKEX Options Trading

Hong Kong Single Stock Options Weekly (June 16 – 20): Breadth Erodes, Vol Slips, Hedges Worth a Look

Hong Kong Oil Stocks: Surge in Oil Volatility Creates Opportunity

Oil Surges, Volatility Explodes: Is the Market Overpricing Risk

Equity Derivatives

<ul>
<li>
Context: Analysis of <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> implied volatility surface as of June 20, 2025, examining implied volatility patterns, skew structures, and open interest distribution across various expiry dates.</li>
<li>
Highlights: One-month implied volatility at 31.6% is trading at historically cheap levels (13th percentile), while the skew shows a pronounced volatility smile favoring spreads.</li>
<li>
Why Read: Essential for options traders and volatility strategists looking to capitalize on the historical cheapness of current implied volatility levels, particularly given the favorable skew structure for spread strategies.</li>
</ul>



Context: Analysis of Alibaba's (9988 HK) implied volatility surface as of June 20, 2025, examining implied volatility patterns, skew structures, and open interest distribution across various expiry dates.

Highlights: One-month implied volatility at 31.6% is trading at historically cheap levels (13th percentile), while the skew shows a pronounced volatility smile favoring spreads.

Why Read: Essential for options traders and volatility strategists looking to capitalize on the historical cheapness of current implied volatility levels, particularly given the favorable skew structure for spread strategies.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Alibaba (9988 HK) Options Insights: Navigating Contango and Skew for Profitable Trades