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.

Bank of Japan’s Rate Decision on Sept 19: Does Timing Signal the Outcome?

US Banks - Weekly Loans Accelerate to 4.67% YoY, LLR at Only +1.36% YoY, CP +26% YoY

'Toppish' Nikkei 225's Outlook: Where to Cover, Where to Buy

Nikkei 225 Index Outlook: Bullish, Possibly Directed Past 41k

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

Toyota (7203 JP) Surges 14% — A Contrarian Option Strategy

Toyota (7203 JP // TM US) Hits Oversold: Your High-Potential Options Strategy

Event-Driven

<ul>
<li>Ahead of the Bank of Japan’s <strong>31 July 2025</strong> policy meeting, markets broadly expect rates to remain on hold at 0.5%.</li>
<li>The new US–Japan trade deal may influence the tone of the upcoming quarterly outlook—if not the rate decision itself.</li>
<li>With limited precedent for rate changes but a high rate of surprises when they do occur, this Insight combines historical data with option-implied volatility to help investors assess tail risks.</li>
</ul>


Ahead of the Bank of Japan’s 31 July 2025 policy meeting, markets broadly expect rates to remain on hold at 0.5%.
The new US–Japan trade deal may influence the tone of the upcoming quarterly outlook—if not the rate decision itself.
With limited precedent for rate changes but a high rate of surprises when they do occur, this Insight combines historical data with option-implied volatility to help investors assess tail risks.


Mitsubishi UFJ Financial (MUFG) (8306 JP)

Mitsubishi UFJ Financial (MUFG) ADR (MUFG US)

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