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.

EQD | Hang Seng (HSI Index) - Most Popular Option Strategies, Long Vola with Bearish Bias

EQD | Global Option Implied Volatility - Kospi 200, Hang Seng, Nifty 50

EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets

EQD | Hong Kong Index Options Weekly - HSI and HSCEI

China A-Share Consumer Staples: An Analysis of the Opportunities Ahead

Mmg Limited 1208.HK - It's Got It All - Copper, EV's, and AI!

Japan Banks - Near End of Negative Rates BOJ, Deposits with BOJ to See Big Yield Rise, Not Only JGBs

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener"><strong>Hang Seng Index</strong> (HSI INDEX)</a> implied volatility fell across the term structure and skew. The skew displays a smile favoring specific option strategies.</li>
<li>The most traded HKEX traded tailor-made combinations are Call and Put Spreads. Straddles, Strangles and Butterflies have become less popular most recently.</li>
<li>While three quarters of all strategies take a long volatility position, there is a balance in bullish, bearish, and market-neutral strategies.</li>
</ul>



Hang Seng Index (HSI INDEX) implied volatility fell across the term structure and skew. The skew displays a smile favoring specific option strategies.
The most traded HKEX traded tailor-made combinations are Call and Put Spreads. Straddles, Strangles and Butterflies have become less popular most recently.
While three quarters of all strategies take a long volatility position, there is a balance in bullish, bearish, and market-neutral strategies.


EQD | Hang Seng (HSI) – Analysis of Option Strategies Recently Traded on HKEX