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.

Cheap Vs. Rich Volatility: Diverging Signals Across Alibaba (9988 HK), Tencent (700 HK) & The HSI

Tariff Shock Sends HK Volatility Higher: Meituan (3690 HK) Looks Cheap, Alibaba (9988 HK) Stays Rich

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

Volatility Cones: Ping An (2318 HK) And Alibaba (9988 HK) Stand Out

Statistical Arbitrage in Focus as Westpac (WBC AU) Runs Ahead of Peers

Earnings Kickoff Dominates October 2025 Key Events

Fast Retailing (9983 JP) Tactical Outlook: Waiting for A Rally

Equity Derivatives

<ul>
<li>
Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for ten prominent Australian stocks and the benchmark.</li>
<li>
Highlights: December implied volatility tends to be rich for the banks and cheap for the miners. <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> implied volatility is cheap across the curve.</li>
<li>
Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.</li>
</ul>



Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for ten prominent Australian stocks and the benchmark.

Highlights: December implied volatility tends to be rich for the banks and cheap for the miners. S&amp;P/ASX 200 (AS51 INDEX) implied volatility is cheap across the curve.

Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.


Australia & New Zealand Bankin (ANZBY US)

Commonwealth Bank of Australia (CMWAY US)

From Banks to Miners: Cheap Vs. Rich Volatility Across Australia

Macquarie Group

From Banks to Miners: Cheap Vs. Rich Volatility Across Australia