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.

Alibaba (9988 HK / BABA US): Earnings Date Announced; Options Set to Reprice

Tencent (700 HK) Tactical Outlook Ahead of Earnings: Possible Sell-Off, Buy the Dip

Alibaba (9988 HK / BABA US) Earnings on 20 Aug: HK and US Options Diverge

Tencent (700 HK) Tactical Outlook UPDATE: Rally Profit Targets

Tencent (700 HK) 2Q2026 Results Preview: The Gaming Scare Is a Head-Fake, the Shorts Are Mistaken

Tencent (700 HK) Option Insights: Balanced Positioning Ahead of Earnings

Event-Driven

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Context: <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a>will announce H1 2026 results on 12 Aug, with 14 Aug options providing direct exposure to the earnings event.</li>
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Highlight: Historical earnings-day moves have been modest in absolute terms but remain above the current option-implied move, despite realised and implied volatility sitting near the top of their historical ranges.</li>
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Why Read: Gain insight into Tencent’s earnings-day price history, option-implied move, volatility term structure, and trade implications around straddles and calendar spreads.</li>
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Context: Tencent (700 HK)will announce H1 2026 results on 12 Aug, with 14 Aug options providing direct exposure to the earnings event.

Highlight: Historical earnings-day moves have been modest in absolute terms but remain above the current option-implied move, despite realised and implied volatility sitting near the top of their historical ranges.

Why Read: Gain insight into Tencent’s earnings-day price history, option-implied move, volatility term structure, and trade implications around straddles and calendar spreads.


Hang Seng China Enterprises Index (HSCEI INDEX)

Tencent (700 HK) Earnings on 12 Aug: Elevated Volatility, Modest Implied Move