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.

Xiaomi (1810 HK): Calendar Spreads and Other Top Trades Ahead of Earnings

Tencent (700 HK) Top Trades: How Traders Use Diagonal Spreads Ahead of Earnings

Tencent (700), Xiaomi (1810), Meituan (3690), and JD.com (9618): Cheap Vol Into Earnings

Equity Derivatives

<ul>
<li>
Context: This Insight provides volatility cones for the Hang Seng and eight prominent Hong Kong stocks. Volatility cones provide the framework to evaluate whether options are trading cheap or rich.</li>
<li>
Highlights: Hong Kong equity IV remains selective rather than systemic—index volatility is benign, while dispersion across stocks creates targeted pre-earnings opportunities</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: This Insight provides volatility cones for the Hang Seng and eight prominent Hong Kong stocks. Volatility cones provide the framework to evaluate whether options are trading cheap or rich.

Highlights: Hong Kong equity IV remains selective rather than systemic—index volatility is benign, while dispersion across stocks creates targeted pre-earnings opportunities

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


HK Vola Cones: Calm HSI, HSBC (5 HK) Historically Rich