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 Outflows Signal Weakening Demand

SK Hynix Tactical Outlook: Imminent Small Rally, And Then?

SK Hynix (000660 KS): Large Moves Prompt Largest 2x Product to Reduce Leverage

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

SK Hynix (000660 KS): Investors Buy Leveraged ETFs Into Sharp Selloff

Samsung Electronics (005930 KS): Leveraged ETF AUM Comes Under Pressure

SK Hynix (000660 KS | SKHY US): Nosebleed Monday, Not a Bloodbath — Fundamentals Say Stay Bullish

Equity Derivatives

<ul>
<li>KRX-Listed 2x Long ETFs on SK hynix saw AUM retreat from June highs, but investor interest remains substantial with net flows negative on only four out of 20 trading days.</li>
<li>Regulators are stepping in: Korea will triple minimum deposit requirements for single-stock leveraged ETFs from 31 July, responding to the surge in AUM, heightened volatility and persistent inflows documented here.</li>
<li>The inverse ETF is up 64.2% month-to-date as SK hynix declined, yet experiences outflows. Across the segment, ETF flows and daily rebalancing remain relevant for underlying liquidity.</li>
</ul>


KRX-Listed 2x Long ETFs on SK hynix saw AUM retreat from June highs, but investor interest remains substantial with net flows negative on only four out of 20 trading days.
Regulators are stepping in: Korea will triple minimum deposit requirements for single-stock leveraged ETFs from 31 July, responding to the surge in AUM, heightened volatility and persistent inflows documented here.
The inverse ETF is up 64.2% month-to-date as SK hynix declined, yet experiences outflows. Across the segment, ETF flows and daily rebalancing remain relevant for underlying liquidity.


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): Persistent Leveraged ETF Inflows Precede Tighter Rules