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.

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

Volatility Cones: Spotting Opportunities in Tencent, JD.com, Ping An & More

HK Volatility Cones: Volatility on the Rise, Meituan and Ping An Historically Cheap

Xiaomi (1810 HK): Earnings Recap & Volatility Dynamics

Volatility Cones: Opportunities Across 8 Hong Kong Stocks

Toyota (7203 JP // TM US) Hits Overbought: Rich Options for Tactical Shorts

Alibaba (9988 HK): Top Trades Ahead of Earnings

Equity Derivatives

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Context: Volatility cones provide a clear framework to evaluate whether options are trading cheap or rich.</li>
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Highlights:<a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a>, <a href="https://www.smartkarma.com/entities/hsbc-holdings-plc" target="_blank" data-smartkarma-citation="entities:516:1" rel="noopener">HSBC (5 HK),</a><a href="https://www.smartkarma.com/entities/meituan" target="_blank" data-smartkarma-citation="entities:26970:1" rel="noopener">Meituan (3690 HK)</a>, <a href="https://www.smartkarma.com/entities/ping-an-insurance-grp-co-of-china-ltd" target="_blank" data-smartkarma-citation="entities:12880:1" rel="noopener">Ping An (2318 HK)</a>, and <a href="https://www.smartkarma.com/entities/jd-com-inc" target="_blank" data-smartkarma-citation="entities:29043:1" rel="noopener">JD.com (9618 HK)</a> all display historically cheap implied volatility. Read on for trade suggestions.</li>
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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 clear framework to evaluate whether options are trading cheap or rich.

Highlights:Tencent (700 HK), HSBC (5 HK),Meituan (3690 HK), Ping An (2318 HK), and JD.com (9618 HK) all display historically cheap implied volatility. Read on for trade suggestions.

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


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Cheap Vs. Rich Volatility: What Cones Reveal in Tencent, HSBC, Meituan & More