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

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

ANZ Group (ANZ AU) Vs. National Australia Bank (NAB AU): Banking on Statistical Arbitrage Pays Off

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

EQD | Commonwealth Bank (CBA AU) - Expected Move on Profit Announcement and Option Insights

REA Group (REA AU) Vs. News Corp (NWS AU): Owner Diverges From Its Growth Engine

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

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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> is approaching oversold territory, with limited upside potential. Quantitative analysis outlines key support and resistance levels with high reversal probabilities.</li>
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Trade Idea: The proposed options strategy profits if the stock remains range-bound between ~172 and ~190 by 17 July expiry. The setup offers a ~1.0% maximum return within 10 days.</li>
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Why Read: This Insight presents a timely, actionable trade idea with a well-defined risk/reward profile—ideal for investors seeking to monetize muted price action around a high-probability range.</li>
</ul>



Context: Commonwealth Bank of Australia (CBA AU) is approaching oversold territory, with limited upside potential. Quantitative analysis outlines key support and resistance levels with high reversal probabilities.

Trade Idea: The proposed options strategy profits if the stock remains range-bound between ~172 and ~190 by 17 July expiry. The setup offers a ~1.0% maximum return within 10 days.

Why Read: This Insight presents a timely, actionable trade idea with a well-defined risk/reward profile—ideal for investors seeking to monetize muted price action around a high-probability range.


VanEck Vectors Australian Banks ETF (MVB AU)

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