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 | ASX 200 Presents a High-Probability Buy-The-Dip Opportunity

EQD | Global Option Implied Volatility - From Nifty 50 to Bitcoin, Plus BTC-Bond Special

EQD | Kospi 200 (KOSPI2) - Identifying Option Opportunities Amid Political Turmoil

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> has declined two weeks in a row. Quantitative analysis suggests that a trend reversal could occur soon.</li>
<li>This Insight provides an option strategy based on the resistance and support levels identified in the quantitative Insight <a href="https://www.smartkarma.com/insights/eqd-asx-200-presents-a-high-probability-buy-the-dip-opportunity" target="_blank" data-smartkarma-citation="insights:170243" rel="noopener">EQD | ASX 200 Presents a High-Probability Buy-The-Dip Opportunity</a> </li>
<li>Option liquidity and volatility analysis, including skew, term structure and put/call ratios are provided and used in strategy design.</li>
</ul>


The S&amp;P/ASX 200 (AS51 INDEX) has declined two weeks in a row. Quantitative analysis suggests that a trend reversal could occur soon.
This Insight provides an option strategy based on the resistance and support levels identified in the quantitative Insight EQD | ASX 200 Presents a High-Probability Buy-The-Dip Opportunity 
Option liquidity and volatility analysis, including skew, term structure and put/call ratios are provided and used in strategy design.


EQD | S&P/ASX 200 Index Option Strategy -Combining Record Low Volatility with Buy-The-Dip