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.

Nikkei 225 Tactical Outlook Amidst Sony Corp’s Financial Group Spin-Off Talks

Nikkei 225 Outlook And Profit Targets Amid Uncertainty Over Japan-US Tariff Negotiations

Bank of Japan’s Rate Decision on 31 July: Market Calm, Watch for Tail Risk

India's Unexpected 0.5% Rate Cut: Friday’s Market Reaction Breakdown

Nifty 50 and the RBI Rate Decision: History Has a Pattern

This Friday’s RBI Decision: Nifty Bank Slips Either Way, History Suggests

Event-Driven

<ul>
<li>With Japan’s policy rate at 0.5% and the last hike in January 2025, markets are closely watching the BoJ’s next move on June 17.</li>
<li>Historical data shows limited market impact from anticipated rate decisions—but rare surprises, like the July 2025 hike, have triggered outsized index reactions.</li>
<li>While historical data and current option pricing suggest the June BoJ decision is unlikely to move markets significantly, investors should be aware of low-probability tail risk when positioning.</li>
</ul>


With Japan’s policy rate at 0.5% and the last hike in January 2025, markets are closely watching the BoJ’s next move on June 17.
Historical data shows limited market impact from anticipated rate decisions—but rare surprises, like the July 2025 hike, have triggered outsized index reactions.
While historical data and current option pricing suggest the June BoJ decision is unlikely to move markets significantly, investors should be aware of low-probability tail risk when positioning.


Mitsubishi UFJ Financial (MUFG) (8306 JP)

Bank of Japan's June Policy Decision: A Non-Event for Markets?