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.

SK Hynix (000660 KS): Leveraged ETF AUM Triples as Flows Move Into Focus

Samsung Electronics (005930 KS) Tactical Outlook: Correction Over But Upside Limited

South Korea Overtakes China as EM's 2nd Largest Allocation

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

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

Samsung Electronics (005930 KS) Tactical Outlook Ahead of Potential Pullback

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

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

Equity Bottom-Up

<ul>
<li>KRX-Listed 2x leveraged ETFs on <strong><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></strong> have seen combined AUM nearly triple since launch, driven more by net inflows than by share-price appreciation.</li>
<li>Samsung Electronics (005930 KS) gained 10.6% since 27 May, while the KRX Samsung Electronics Leverage Index rose only 11.9%, highlighting that realised long-term leverage can differ significantly from 2x.</li>
<li>On active trading days, leveraged ETF flows have become meaningful relative to Samsung Electronics (005930 KS)’s liquidity, with implied underlying exposure reaching as much as 8.2% of daily traded value.</li>
</ul>


KRX-Listed 2x leveraged ETFs on Samsung Electronics (005930 KS) have seen combined AUM nearly triple since launch, driven more by net inflows than by share-price appreciation.
Samsung Electronics (005930 KS) gained 10.6% since 27 May, while the KRX Samsung Electronics Leverage Index rose only 11.9%, highlighting that realised long-term leverage can differ significantly from 2x.
On active trading days, leveraged ETF flows have become meaningful relative to Samsung Electronics (005930 KS)’s liquidity, with implied underlying exposure reaching as much as 8.2% of daily traded value.


Samsung Electronics Pref Shares (005935 KS)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

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