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.

ICBC (1398 HK) Earnings on 28 Mar: Anticipated Price Move and Strategy

Market Movers: Key Dates at a Glance (31 March- 6 April)

JD.com (9618 HK): Strategic Highlights and Market View from HKEX Top Trades

Market Movers: Key Dates at a Glance (March 24-30)

Hong Kong Earnings in the Week Commencing March 24

Kuaishou Earnings: Options Market Expectations and Post-Earnings Trends

Equity Derivatives

<ul>
<li>This Insight analyses <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 traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility context are provided.</li>
<li>These traders tailor structures to risk budgets and take calculated bets. With implied volatility below its median and below realized volatility, all strategies reviewed are long volatility.</li>
<li>Almost 20% of all strategies are Calendar or Diagonal Spreads. Diagonal spreads can even earn premium in the current volatility environment. A live strategy is examined.</li>
</ul>


This Insight analyses Alibaba Group Holding (9988 HK) multi-leg option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility context are provided.
These traders tailor structures to risk budgets and take calculated bets. With implied volatility below its median and below realized volatility, all strategies reviewed are long volatility.
Almost 20% of all strategies are Calendar or Diagonal Spreads. Diagonal spreads can even earn premium in the current volatility environment. A live strategy is examined.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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