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.

Samsung Electronics (005930 KS): 3Q26 Prelim – ₩107T Clears a Lower Bar; the Selling Was Plumbing

Samsung Elec (005930 KS): Long 2x ETF Outflows Persist as Inverse Product Attracts Assets

Samsung Electronics (005930 KS) Tactical Outlook: Profit Targets

SK Hynix (000660 KS): Volatility Falls to 55% as Leveraged ETF Activity Fades

Samsung Electronics (005930 KS): 2x Leveraged ETF Investors Exit into the August Rally

SK Hynix (000660 KS) Tactical UPDATE Ahead of Sep 22’s MTD Opposition Deadline

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/samsung-electronics-co-ltd" target="_blank" data-smartkarma-citation="entities:191:1" rel="noopener">Samsung Electronics (005930 KS)</a> gained 9.8% in September MTD and its 2x Leveraged Index rose 18.3%, but redemptions limited AUM growth to 15%.</li>
<li>Units declined across every long-leveraged ETF, while the inverse product added 10% more units despite losing 20.2%.</li>
<li>Annualised 21-day volatility fell from approximately 135% to 42%, coinciding with regulatory restrictions and a collapse in leveraged ETF flows and turnover.</li>
</ul>



Samsung Electronics (005930 KS) gained 9.8% in September MTD and its 2x Leveraged Index rose 18.3%, but redemptions limited AUM growth to 15%.
Units declined across every long-leveraged ETF, while the inverse product added 10% more units despite losing 20.2%.
Annualised 21-day volatility fell from approximately 135% to 42%, coinciding with regulatory restrictions and a collapse in leveraged ETF flows and turnover.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

Samsung Electronics Pref Shares (005935 KS)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Samsung Elec (005930 KS): Volatility Falls as 2x ETF Trading Activity Slumps