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.

CBA (CBA AU) Vs. Bank of Queensland (BOQ AU): Quant Signal Flags Trading Opportunity

Woodside (WDS AU) Vs. Yancoal (YAL AU): Spread Deviation Sparks Trading Signal

Earnings as Catalyst for Scentre Group (SCG AU) Vs. Stockland (SGP AU) As Price Ratio Widens

Commonwealth Bank of Australia (CBA AU) In Oversold Territory: Options Strategy on Reversal Range

BHP (BHP AU) Annual Results: Options Market Bets on Post-Earnings Upside

Commonwealth Bank of Australia (CBA AU) Outlook Amid Overblown Passive Inflows And NIM Pressures

Toyota (7203 JP) Vs. Subaru (7270 JP): Rare Mean-Reversion Setup After Earnings

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (11 Aug)

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

<ul>
<li>
Context: <a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank of Australia (CBA AU)</a>’s FY 2025 results delivered record profits but missed analyst expectations, prompting a sharp share price adjustment.</li>
<li>
Insights: Detailed review of intraday price action and implied volatility behavior following the announcement shows how the market digested the results and how implied volatility established a new equilibrium.</li>
<li>
Why Read: Offers a concise, data-driven view of how Australia’s largest bank’s results influenced market dynamics. Gain practical perspective on intraday trading patterns and where implied volatility might be heading</li>
</ul>



Context: Commonwealth Bank of Australia (CBA AU)’s FY 2025 results delivered record profits but missed analyst expectations, prompting a sharp share price adjustment.

Insights: Detailed review of intraday price action and implied volatility behavior following the announcement shows how the market digested the results and how implied volatility established a new equilibrium.

Why Read: Offers a concise, data-driven view of how Australia’s largest bank’s results influenced market dynamics. Gain practical perspective on intraday trading patterns and where implied volatility might be heading


CBA (CBA AU): FY 2025 Results Drive Sharp Intraday Moves - Insights for Options Traders