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): Expected Move on Profit Announcement and Option Insights

China Mobile (941 HK): Expected Move on Profit Announcement and Option Insights

Dividends, Volatility, and Profits: HSI and HSCEI Heavyweights Reveal Results, 17 - 21 March

Ping An Insurance (2318 HK): 2024 Earnings, Divergence Between Option-Implied And Historic Move

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/meituan" target="_blank" data-smartkarma-citation="entities:26970:1" rel="noopener">Meituan (3690 HK)</a> is announcing 2024 Full Year Results on March 21, 2025, with historical data showing substantial price movement following earnings.</li>
<li>The options market is pricing a 5-6% post-announcement move (below historical average), with the March 28 ATM straddle priced at 15.4-15.6, implying a 9.0% break-even by expiration.</li>
<li>Three distinct option strategies are evaluated, considering an expected post-announcement drop in implied volatility.</li>
</ul>



Meituan (3690 HK) is announcing 2024 Full Year Results on March 21, 2025, with historical data showing substantial price movement following earnings.
The options market is pricing a 5-6% post-announcement move (below historical average), with the March 28 ATM straddle priced at 15.4-15.6, implying a 9.0% break-even by expiration.
Three distinct option strategies are evaluated, considering an expected post-announcement drop in implied volatility.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Meituan (3690 HK): Expected Move on Profit Announcement and Option Insights