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.

US Banks - CP at +19% YoY, LDR Expansion Accelerates, Weekly Loans +5% YoY

JD.com (9618 HK / JD US): Top Option Trades Reveal Strong Bearish Sentiment

Alibaba (9988 HK / BABA US): Brace for a Big Earnings Move

HKEX Adds Five New Weekly Options on 10 Nov: AIA, China Mobile, Xiaomi Join Fast-Growing Line-Up

Earnings Volatility Preview: Options Price Sharp Swings in China Tech Earnings Week

Selective Volatility Picks Emerge Across HSI Stocks

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd-d7b798e2-202d-4e01-9a1e-799e2ae8f0c7" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba (9988 HK)</a> and <a href="https://www.smartkarma.com/entities/jd-com-inc" target="_blank" data-smartkarma-citation="entities:29043:1" rel="noopener">JD.com (9618 HK)</a> often see heightened volatility following Singles’ Day (11 November), though performance varies by year.</li>
<li>Alibaba’s post-event returns are mixed, averaging nearly twice its normal four-day move, while JD.com has shown stronger and more consistent gains.</li>
<li>Option markets imply elevated short-term volatility—especially for JD.com—with potential trading opportunities around the 14 November expiry.</li>
</ul>



Alibaba (9988 HK) and JD.com (9618 HK) often see heightened volatility following Singles’ Day (11 November), though performance varies by year.
Alibaba’s post-event returns are mixed, averaging nearly twice its normal four-day move, while JD.com has shown stronger and more consistent gains.
Option markets imply elevated short-term volatility—especially for JD.com—with potential trading opportunities around the 14 November expiry.


Hang Seng TECH Index (HSTECH INDEX EQUITY)

Happy Singles’ Day! How Alibaba (9988 HK) And JD.com (9618 HK) Move After 11/11