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.

Curator's Cut: Levered ETFs in Asia, Listed and Listing Exchanges & Robotaxis' Road Ahead

SK Hynix (000660 KS) Ahead of SEC Clearance: A Tactical Liquidity Event to Take Profits?

Samsung Electronics (005930 KS): Demand Builds for 2x Daily Leveraged ETFs

SK Hynix (000660 KS): Calls Outnumber Puts 100:1 as Put/Call Ratio Hits Extremes

SK Hynix (000660 KS) Tactical Outlook Ahead of Nasdaq ADR Listing SEC Clearance

A 38% Increase in AUM of 2x Single Stock Leveraged ETF Products in One Week to 7.2 Trillion Won

SK Hynix (000660 KS/Buy)Adoption of Long-Term Supply Agreements Accelerates

Equity Derivatives

<ul>
<li>
Context: Korea’s new 2x single-stock ETFs on Samsung Electronics and SK hynix attracted strong early inflows, but performance since launch has been disappointing.</li>
<li>
Mechanics: Daily leveraged ETFs rebalance exposure each day, creating a pro-cyclical pattern: they buy after gains and sell after losses to maintain the 2x target.</li>
<li>
Implication: The structure can enhance returns in trending markets, but choppy conditions can rapidly erode value — making these products best suited to short-term tactical momentum exposure.</li>
</ul>



Context: Korea’s new 2x single-stock ETFs on Samsung Electronics and SK hynix attracted strong early inflows, but performance since launch has been disappointing.

Mechanics: Daily leveraged ETFs rebalance exposure each day, creating a pro-cyclical pattern: they buy after gains and sell after losses to maintain the 2x target.

Implication: The structure can enhance returns in trending markets, but choppy conditions can rapidly erode value — making these products best suited to short-term tactical momentum exposure.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

Samsung Electronics Pref Shares (005935 KS)

Samsung Electronics Pref Shares (SMSD LI)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

CSOP SK Hynix Daily (2x) Leveraged Product (7709 HK)

CSOP SK Hynix Daily (2x) Leveraged Product

Samsung Elec (005930 KS) & SK Hynix (000660 KS): New 2x Leveraged ETFs Face First Reality Check