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.

Toyota's (7203 JP) Outlook and Profit Targets for Imminent Rally

EQD Intraday | Tariff Tantrum Impact on Intraday Volatility

Toyota (7203 JP) Vs. TESLA (TSLA US) Vs. BYD (1211 HK): What to BUY, What to SELL

EQD | Toyota (7203 JP // TM US) - Option Opportunities Amid Tariff Tension

EQD | Global Option Implied Volatility - Option Opportunities Across the Regions

Equity Derivatives

<ul>
<li>The global auto industry faces significant tariff exposure. Option implied volatility offers a forward-looking assessment of risk.</li>
<li>Chinese car makers started to increase in implied volatility more than the other markets at the beginning of February. They now show the highest risk.</li>
<li>Recent implied volatility trends, asymmetric pricing (skew), and the term structure all seem to indicate that the Indian auto sector is the least exposed to international trade relations.</li>
</ul>


The global auto industry faces significant tariff exposure. Option implied volatility offers a forward-looking assessment of risk.
Chinese car makers started to increase in implied volatility more than the other markets at the beginning of February. They now show the highest risk.
Recent implied volatility trends, asymmetric pricing (skew), and the term structure all seem to indicate that the Indian auto sector is the least exposed to international trade relations.


Hang Seng China Enterprises Index (HSCEI INDEX)

Korea Stock Exchange Kospi Index (KOSPI INDEX)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

S&P BSE SENSEX Index (SENSEX INDEX EQUITY)

NSE Nifty 500 Index (NSE500 INDEX EQUITY)

EQD | Volatile Roads: Unveiling Risk in the Asian Auto Industry Through the Options Market

Toyota Motor

EQD | Volatile Roads: Unveiling Risk in the Asian Auto Industry Through the Options Market