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.

Happy Singles’ Day! How Alibaba (9988 HK) And JD.com (9618 HK) Move After 11/11

US Banks - CP at +19% YoY, LDR Expansion Accelerates, Weekly Loans +5% YoY

Alibaba (9988 HK / BABA US): Brace for a Big Earnings Move

HKEX Adds Five New Weekly Options on 10 Nov: AIA, China Mobile, Xiaomi Join Fast-Growing Line-Up

BYD (1211 HK) And JD.com (9618 HK) Lead Expected Swings as 27% of HSI Reports Before Month-End

BYD (1211 HK) Earnings on 30 Oct: Options Price in Larger-Than-Usual Move

Selective Volatility Picks Emerge Across HSI Stocks

Equity Derivatives

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Context: Some of Hong Kong’s largest and most prominent companies will report in the coming days, representing 20% of the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> </li>
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Highlight: This Insight quantifies option-implied swings which serve as a gauge for post-earnings reactions.</li>
<li>
Why Read: Prepare for a busy earnings week by understanding where single-stock and broader market volatility may be elevated.</li>
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Context: Some of Hong Kong’s largest and most prominent companies will report in the coming days, representing 20% of the Hang Seng Index (HSI INDEX) 

Highlight: This Insight quantifies option-implied swings which serve as a gauge for post-earnings reactions.

Why Read: Prepare for a busy earnings week by understanding where single-stock and broader market volatility may be elevated.


Hang Seng TECH Index (HSTECH INDEX EQUITY)

Earnings Volatility Preview: Options Price Sharp Swings in China Tech Earnings Week

Tencent

Earnings Volatility Preview: Options Price Sharp Swings in China Tech Earnings Week