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 | S&P/ASX 200 (AS51 INDEX) - RBA Decision: Will the Anticipated Rate Cut Drive the Market?

EQD | National Australia Bank (NAB AU): Anticipated Price Swings on Q1 Trading Update on 19 Feb 2025

EQD | ANZ Group Holdings (ANZ AU): Anticipated Price Swings on Q1 Announcement on 20 Feb 2025

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

2025 Essential Calendar for Option Traders in Asia: Key Dates & Insights

EQD | S&P/ASX 200 Option Strategy -  Today's All-Time-High Calls for Proactive Hedging

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/westpac-banking-corp" target="_blank" data-smartkarma-citation="entities:444:1" rel="noopener">Westpac Banking (WBC AU)</a> is set to announce its 2025 First Quarter Trading Update on 17 February. </li>
<li>Options expiring 20 February can provide an indication of the size of the move expected on the day, as well as directional bias.</li>
<li>The options market expects a 2.1% to 2.6% move in either direction until 20 February, in-line with historic moves. Peers have so far performed positively on reporting days this month.</li>
</ul>



Westpac Banking (WBC AU) is set to announce its 2025 First Quarter Trading Update on 17 February. 
Options expiring 20 February can provide an indication of the size of the move expected on the day, as well as directional bias.
The options market expects a 2.1% to 2.6% move in either direction until 20 February, in-line with historic moves. Peers have so far performed positively on reporting days this month.


EQD | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights