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 and Strategic Insights from HKEX Options Trading

BYD (1211 HK): Top Trades Reflect Bearish Bias in HKEX Options Trading Strategies

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

Alibaba (9988 HK): Top Trades - Strategies That Stand Out.

Meituan (3690 HK): Top Trades and Strategic Insights from HKEX Options Trading

Alibaba (9988 HK): Volatility Surface Favoring Diagonal and Calendar Spreads

Xiaomi Corp (1810 HK): Volatility Insights and Analysis Identify Spread Opportunities

Xiaomi Corp (1810 HK): Top Trades and Strategic Insights from HKEX Options Trading

Equity Derivatives

<ul>
<li>Over the past five trading days, <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 Group Holding (9988 HK)</a> multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.</li>
<li>Diagonal Spreads account for nearly 30% of all strategies. Many of these strategies sell short term risk to finance longer term protection.</li>
<li>Several structures hedge against low probability tail events. One such strategy traded 100 contracts.</li>
</ul>


Over the past five trading days, Alibaba Group Holding (9988 HK) multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.
Diagonal Spreads account for nearly 30% of all strategies. Many of these strategies sell short term risk to finance longer term protection.
Several structures hedge against low probability tail events. One such strategy traded 100 contracts.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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