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.

Tencent (700 HK): Volatility Plays and Skew Top Trades

Meituan (3690 HK): Top Trades and Strategic Insights from HKEX Options Trading

Meituan (3690 HK): Options Insights and Analysis, Skew Shift Amid Earnings Calm

JD.com (9618 HK) FY Earnings Recap: Intra-Day Swing of 7.3%.

Market Movers: Key Dates at a Glance (31 March- 6 April)

Box Trades Explained: How Traders Execute Near Risk-Free Arbitrage in Hong Kong's Options Market

China A-Share Consumer Staples: An Analysis of the Opportunities Ahead

Foshan Haitian Flavouring A/H Listing - Strong Brand but Sales Have Been Slowing Down

Equity Derivatives

<ul>
<li>This Insight analyses <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> option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility context are provided.</li>
<li>
Bearish strategies dominate trading activity, outnumbering bullish ones by more than 3:1, with long volatility structures and calendar/diagonal spreads being prevalent.</li>
<li>
Long tail events: Several strategies follow a pattern of minimal upfront cost (0.1% premium), targeting a significant payout in case of large price movements within a short timeframe. </li>
</ul>


This Insight analyses JD.com (9618 HK) option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility context are provided.

Bearish strategies dominate trading activity, outnumbering bullish ones by more than 3:1, with long volatility structures and calendar/diagonal spreads being prevalent.

Long tail events: Several strategies follow a pattern of minimal upfront cost (0.1% premium), targeting a significant payout in case of large price movements within a short timeframe. 


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

JD.com (9618 HK): Strategic Highlights and Market View from HKEX Top Trades