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.

Market-Neutral Trade Signals Amid Macro Uncertainty

Nasdaq-100 Vol Premium Hits Two-Sigma Extreme Vs VIX

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (6 Jul 2026)

HSI Index Tactical Outlook: Pullback Incoming

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (20 Apr 2026)

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (13 Apr 2026)

Equity Derivatives

<ul>
<li>
Context: The price ratio of the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index</a> vs. the <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">Nasdaq-100 Index </a>has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
 Highlight: Going long the  <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng (HSI INDEX)</a> and short the <a href="https://www.smartkarma.com/entities/nasdaq-100-stock-index" target="_blank" data-smartkarma-citation="entities:26197:1" rel="noopener">Nasdaq-100 (NDX INDEX)</a>  targets a 7% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The price ratio of the Hang Seng Index vs. the Nasdaq-100 Index has deviated more than three standard deviations from its one-year average, presenting a potential relative value opportunity.

 Highlight: Going long the  Hang Seng (HSI INDEX) and short the Nasdaq-100 (NDX INDEX)  targets a 7% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Hong Kong Exchanges and Clearing (388 HK)

Industrial and Commercial Bank of China (1398 HK)

Micro E-Mini NASDAQ 100 Futures (HWBA INDEX)

Hang Seng (HSI) Vs Nasdaq-100 (NDX): Nasdaq Surge Pushes Pair to Three-Sigma Dislocation