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): Investors Buy Leveraged ETFs Into Sharp Selloff

SK Hynix (000660 KS): Persistent Leveraged ETF Inflows Precede Tighter Rules

Samsung Electronics (005930 KS): 2x Leveraged ETF Outflows Signal Weakening Demand

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

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

Samsung Electronics (005930 KS) Tactical Outlook UPDATE Ahead of SK Hynix IPO On Friday

Samsung Electronics 2Q26 Earnings & Watch Out for SK Hynix Underperforming Samsung by 20%+

2X Single Stock Leveraged ETFs Now Account for More than 25% of All ETF Trading Value in Korea

Equity Derivatives

<ul>
<li>KRX-Listed 2x daily leveraged ETFs on <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> have suffered from volatile mean-reverting moves, with the leverage index down sharply since launch.</li>
<li>
AUM is starting to feel the pressure, declining in the first half of July after peaking on 25 June, while several consecutive days of outflows suggest investor demand has weakened.</li>
<li>
ETF flows remain relevant for underlying liquidity, while the inverse 2x product has gained AUM in July as Samsung Elec declined, highlighting a shift toward downside exposure.</li>
</ul>


KRX-Listed 2x daily leveraged ETFs on Samsung Electronics (005930 KS) have suffered from volatile mean-reverting moves, with the leverage index down sharply since launch.

AUM is starting to feel the pressure, declining in the first half of July after peaking on 25 June, while several consecutive days of outflows suggest investor demand has weakened.

ETF flows remain relevant for underlying liquidity, while the inverse 2x product has gained AUM in July as Samsung Elec declined, highlighting a shift toward downside exposure.


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): Leveraged ETF AUM Comes Under Pressure