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 Elec (005930 KS): August Gains Fail to Stem 2x Leveraged ETF Outflows

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

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Samsung Electronics (005930 KS) Tactical Outlook: Position for Next Leg Up

Samsung 2Q26: Record Revenue & Profit. Management Says Memory Shortage Deepening into 2027 and 2028.

Equity Derivatives

<ul>
<li>Following extraordinary price swings in <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> last week, combined AUM in KRX-listed 2x long ETFs retreated from its June peak but remains 47% above launch levels.</li>
<li>Medium-Term returns expose significant performance drag: since launch, Samsung Electronics has fallen 21.0%, while the leveraged index declined 51.8%; net flows also shifted towards outflows in late July.</li>
<li>This Insight examines AUM, flows and return multiples across the long and inverse products, showing how daily rebalancing can undermine performance even when the directional call appears correct.</li>
</ul>


Following extraordinary price swings in Samsung Electronics (005930 KS) last week, combined AUM in KRX-listed 2x long ETFs retreated from its June peak but remains 47% above launch levels.
Medium-Term returns expose significant performance drag: since launch, Samsung Electronics has fallen 21.0%, while the leveraged index declined 51.8%; net flows also shifted towards outflows in late July.
This Insight examines AUM, flows and return multiples across the long and inverse products, showing how daily rebalancing can undermine performance even when the directional call appears correct.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

Samsung Electronics Pref Shares (005935 KS)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Samsung Electronics (005930 KS): 2x Leveraged ETF AUM Retreats as Performance Drag Mounts