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): 2x Leveraged ETF Investors Exit into the August Rally

Samsung Electronics (005930 KS) Tactical UPDATE Post-9% Monday Sell-Off

SK Hynix (000660 KS): 2x Leveraged ETF Redemptions Compound 13% August Index Loss

SK Hynix (000660 KS): 130% Volatility and 2x Leveraged ETF Rebalancing

SK Hynix (000660 KS): 25% Rebound Revives Leveraged ETF AUM

Is SK Hynix (000660 KS) About to Restart Its Rally? (Tactical Outlook)

WEEKLY Tactical Recap: SK Hynix, CATL, Samsung Electronics, Nikkei 225, GLD, TSLA, Etc.

Equity Derivatives

<ul>
<li>August MTD marks the first monthly outflow since launch: <a href="https://www.smartkarma.com/entities/sk-hynix-inc" target="_blank" data-smartkarma-citation="entities:16955:1" rel="noopener">SK hynix (000660 KS)</a> 2x leveraged ETFs combined AUM fell 20% to KRW 4.2tn amid KRW 777bn in net outflows.</li>
<li>The 2x Leveraged Index fell 4.7% despite the underlying stock remaining broadly flat, reflecting performance drag in a sideways market.</li>
<li>The 2x inverse ETF lost 12.8% despite a broadly flat underlying stock, highlighting the risks of holding daily-reset products beyond very short trading periods.</li>
</ul>


August MTD marks the first monthly outflow since launch: SK hynix (000660 KS) 2x leveraged ETFs combined AUM fell 20% to KRW 4.2tn amid KRW 777bn in net outflows.
The 2x Leveraged Index fell 4.7% despite the underlying stock remaining broadly flat, reflecting performance drag in a sideways market.
The 2x inverse ETF lost 12.8% despite a broadly flat underlying stock, highlighting the risks of holding daily-reset products beyond very short trading periods.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

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

CSOP SK Hynix Daily (2x) Leveraged Product

SK Hynix (000660 KS): 2x Leveraged ETFs Record First Monthly Net Outflow