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.

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Equity Derivatives

<ul>
<li>
Context:<a href="https://www.smartkarma.com/entities/hdfc-bank-ltd-4b6b7a92-9087-468d-9dbe-ab169e77f014" target="_blank" data-smartkarma-citation="entities:558:1" rel="noopener">HDFC Bank (HDFCB IN)</a> remains in a bullish setup. Quantitative models highlight further upside potential in the near term and identify key support levels.</li>
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Trade Idea: With implied volatility near multi-year lows (12th percentile), long call strategies are favored. Suitable expiries and strikes are outlined, with an alternative structure discussed for reducing premium outlay.</li>
<li>
Why Read: This Insight combines directional analysis with volatility signals, highlighting a tactical options strategy where low implied volatility and bullish probabilities align, offering investors defined risk/reward.</li>
</ul>



Context:HDFC Bank (HDFCB IN) remains in a bullish setup. Quantitative models highlight further upside potential in the near term and identify key support levels.

Trade Idea: With implied volatility near multi-year lows (12th percentile), long call strategies are favored. Suitable expiries and strikes are outlined, with an alternative structure discussed for reducing premium outlay.

Why Read: This Insight combines directional analysis with volatility signals, highlighting a tactical options strategy where low implied volatility and bullish probabilities align, offering investors defined risk/reward.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

NSE Nifty Financial Services I (NSEFIN INDEX EQUITY)

HDFC Bank (HDFCB IN): Ready for the Rally with Tactical Low-Cost Options