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.

The KOSPI 200's Rally: Profit Targets, Where to BUY

Global Option Implied Volatility - Opportunities in S&P/ASX 200, KOSPI 200, Nikkei 225, FTSE 100.

Tencent (700 HK): Top Trades: Strategies That Stand Out

Eqd | S&P/ASX 200 (AS51 INDEX) - RBA Decision: Will the Anticipated Rate Cut Drive the Market?

The KOSPI Is Not Out of the Woods: WEEKLY Overbought Model Suggests an Impending Pullback

EQD | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights

EQD | Commonwealth Bank (CBA AU) - Expected Move on Profit Announcement and Option Insights

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The Bank of Korea is expected to cut interest rates to 2.75% on 25 February 2025. The decision, however, is not expected to be unanimous and some analysts argue against.</li>
<li>Historical data from 120 BoK announcements and subsequent moves in the <a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)</a> is examined.</li>
<li>Options market pricing seems to lean toward a "surprise and no-change" outcome. Traders can seek opportunities with short straddles or long puts depending on anticipated outcomes.</li>
</ul>


The Bank of Korea is expected to cut interest rates to 2.75% on 25 February 2025. The decision, however, is not expected to be unanimous and some analysts argue against.
Historical data from 120 BoK announcements and subsequent moves in the Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY) is examined.
Options market pricing seems to lean toward a "surprise and no-change" outcome. Traders can seek opportunities with short straddles or long puts depending on anticipated outcomes.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

KOSPI 200 - Upcoming BOK Rate Decision: Navigating Market Moves and Profit Opportunities