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.

Australia’s Big Banks: Options Flash Mixed Signals Ahead of Earnings

Six Fresh Relative Value Opportunities in Australia Signal New Stat Arb Trades

Four New Statistical Arbitrage Opportunities in Asia-Pac

ANZ (ANZ AU) Has Outrun the Sector — Time to Underweight

From Banks to Miners: Cheap Vs. Rich Volatility Across Australia

Long Bank Of Queensland (BOQ AU) Vs. Short CBA (CBA AU): Proven Stat Arb Pair Trade Returns

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Oct)

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

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Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for the S&amp;P/ASX 200 and ten prominent Australian stocks.</li>
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Highlights: Implied volatility across Australia’s major banks remains rich ahead of earnings and the RBA decision.</li>
<li>
Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.</li>
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Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for the S&amp;P/ASX 200 and ten prominent Australian stocks.

Highlights: Implied volatility across Australia’s major banks remains rich ahead of earnings and the RBA decision.

Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.


VanEck Vectors Australian Banks ETF (MVB AU)

Commonwealth Bank of Australia (CMWAY US)

CBA, ANZ, Westpac, NAB: Volatility Runs High Ahead of Imminent Catalysts