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.

Gold Miners ETF (GDX US) June Rebalance: 9 Adds and US$3.4bn Trade

Regis Resources (RRL AU) & Vault Minerals (VAU AU) To Merge: Multiple Index Flows

Equity Derivatives

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Context: Gold has pulled back after a major rally, creating a potential short-term buy-the-dip setup.</li>
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Option angle: This article implements a buy-the-dip view through short <a href="https://www.smartkarma.com/entities/spdr-gold-shares" target="_blank" data-smartkarma-citation="entities:8632:1" rel="noopener">SPDR Gold Shares (GLD US)</a> puts, using elevated 1-month implied volatility to collect upfront premium while targeting a lower entry level.</li>
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Why read: The analysis compares July put strikes by premium, breakeven, Delta, Theta and Vega, showing how different strikes alter the balance between income, assignment risk and downside exposure.</li>
</ul>



Context: Gold has pulled back after a major rally, creating a potential short-term buy-the-dip setup.

Option angle: This article implements a buy-the-dip view through short SPDR Gold Shares (GLD US) puts, using elevated 1-month implied volatility to collect upfront premium while targeting a lower entry level.

Why read: The analysis compares July put strikes by premium, breakeven, Delta, Theta and Vega, showing how different strikes alter the balance between income, assignment risk and downside exposure.


Getting Paid to Wait for a Gold Pullback: Short-Put Strategy