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.

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

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

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

Equity Derivatives

<ul>
<li>KRX-Listed 2x leveraged ETFs on <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>have seen combined AUM more than triple since launch, driven more by net inflows than by share-price appreciation.</li>
<li>
<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>  gained 19.2% since 27 May, while the KRX SK hynix Leverage Index rose only 27.5%, highlighting that realised long-term leverage can differ significantly from 2x.</li>
<li>Leveraged ETF flows have become meaningful relative to <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>’s daily liquidity, with implied underlying exposure reaching as much as 8.0% of daily traded value.</li>
</ul>


KRX-Listed 2x leveraged ETFs on SK hynix (000660 KS)have seen combined AUM more than triple since launch, driven more by net inflows than by share-price appreciation.

SK hynix (000660 KS)  gained 19.2% since 27 May, while the KRX SK hynix Leverage Index rose only 27.5%, highlighting that realised long-term leverage can differ significantly from 2x.
Leveraged ETF flows have become meaningful relative to SK Hynix (000660 KS)’s daily liquidity, with implied underlying exposure reaching as much as 8.0% of daily traded value.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

Samsung Electronics Pref Shares (005935 KS)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

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