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.

Softbank Group (9984 JP) Results on 7 Aug: Expected Move and Option Insights

Softbank Group (9984 JP) Outlook (Pre-Earnings Price Range Forecast)

Tencent (700 HK) Earnings on 13 Aug: Patterns, Pricing, and Possibilities

The Month Ahead: Key Events in August 2025

India's Unexpected 0.5% Rate Cut: Friday’s Market Reaction Breakdown

NIFTY50 Index Outlook Amid Ongoing Rebalance Review

NIFTY50 Index Rebalance Preview: Forecast Changes, Impact, Positioning

Event-Driven

<ul>
<li>
Event Preview: The Reserve Bank of India will announce its next policy decision on Wednesday, August 6, 2025. After June's larger-than-expected 0.5% rate cut, consensus expects no change.</li>
<li>
Market Reaction History: The NIFTY 50 has historically moved more when the RBI surprises markets - a 27% occurrence rate over the past decade. </li>
<li>
Options Perspective: This Insight investigates past market behavior during comparable RBI policy announcements and contrasts it with what current option pricing implies for this week’s move.</li>
</ul>



Event Preview: The Reserve Bank of India will announce its next policy decision on Wednesday, August 6, 2025. After June's larger-than-expected 0.5% rate cut, consensus expects no change.

Market Reaction History: The NIFTY 50 has historically moved more when the RBI surprises markets - a 27% occurrence rate over the past decade. 

Options Perspective: This Insight investigates past market behavior during comparable RBI policy announcements and contrasts it with what current option pricing implies for this week’s move.


S&P BSE SENSEX Index (SENSEX INDEX EQUITY)

RBI Rate Decision on 6 Aug: Nifty 50’s Historic Moves Matched by Options Market

NIFTY Index

RBI Rate Decision on 6 Aug: Nifty 50’s Historic Moves Matched by Options Market