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.

Selective Volatility Picks Emerge Across HSI Stocks

BYD (1211 HK) Earnings on 30 Oct: Options Price in Larger-Than-Usual Move

BYD (1211 HK) And JD.com (9618 HK) Lead Expected Swings as 27% of HSI Reports Before Month-End

HK Short Interest Weekly: Meituan, Tencent, HSBC, CCB, Gcl Technology

Alibaba Drops 8%: What Friday’s U.S. Sell-Off Means for Hong Kong Stocks

Cheap Vs. Rich Volatility: Diverging Signals Across Alibaba (9988 HK), Tencent (700 HK) & The HSI

HSI Tactical Outlook: Maybe It Is a Large Pullback...

Equity Derivatives

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<li>
Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for eight prominent Hong Kong stocks and the <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI Index</a>.</li>
<li>
Highlights: Recent market turbulence moderately lifted implied volatility for many stocks, but not to extreme levels. The approaching earnings season impacts October and November implied volatility.</li>
<li>
Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.</li>
</ul>



Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich. This Insight provides volatility analysis for eight prominent Hong Kong stocks and the HSI Index.

Highlights: Recent market turbulence moderately lifted implied volatility for many stocks, but not to extreme levels. The approaching earnings season impacts October and November implied volatility.

Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Tariff Shock Sends HK Volatility Higher: Meituan (3690 HK) Looks Cheap, Alibaba (9988 HK) Stays Rich