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.

BHP (BHP AU/US) And Woodside (WDS AU/US) Slide as U.S. Sell-Off Spills Into Australian Stocks

Pop Mart (9992 HK): New Options Listing Poised for a Volatile Start

Long Macquarie (MQG AU) Vs. Short ANZ (ANZ AU): Statistical Spread Hits Trigger Zone in Aussie Banks

Alibaba (9988 HK): Stock Surges Post-Earnings, Options Market Reprices

HSI Tactical Outlook: Maybe It Is a Large Pullback...

Alibaba (9988 HK) Vs. Hang Seng Index (HSI INDEX): Relative Value Options Play with Leverage

Hang Seng Index (HSI) Tactical Outlook: Small Pulback or Large Pullback?

Equity Derivatives

<ul>
<li>
Context: Friday’s sell-off occurred after the Hong Kong market closed, but several Hong Kong–listed companies were caught up in the rout through their U.S.-listed ADRs.</li>
<li>This Insight details the impact on 15 prominent Hang Seng Index constituents — including Alibaba, Tencent, and HSBC. Implied volatility in U.S.-traded options on these ADRs moved sharply in response.</li>
<li>
Why Read: Understand what to expect when the Hong Kong market reopens after the weekend — both in terms of price performance and implied volatility.</li>
</ul>



Context: Friday’s sell-off occurred after the Hong Kong market closed, but several Hong Kong–listed companies were caught up in the rout through their U.S.-listed ADRs.
This Insight details the impact on 15 prominent Hang Seng Index constituents — including Alibaba, Tencent, and HSBC. Implied volatility in U.S.-traded options on these ADRs moved sharply in response.

Why Read: Understand what to expect when the Hong Kong market reopens after the weekend — both in terms of price performance and implied volatility.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hong Kong Exchanges & Clearing (HKXCY US)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Chicago Board Options Exchange Volatility Index (VIX INDEX)

Chicago Board Options Exchange Volatility Index

Alibaba Drops 8%: What Friday’s U.S. Sell-Off Means for Hong Kong Stocks