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.

Volatility Cones: Opportunities Across 8 Hong Kong Stocks

Tencent (700 HK) Vs. Hang Seng (HSI INDEX): Price-Ratio Hits Trigger Zone

Alibaba (9988 HK): Expected Earnings-Day Swings and Options Market View

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 Aug)

Tencent (700 HK): 2Q25, Game Revenue Up by 22%, FinTech Back to 2 Digits

Tencent (700 HK): Rally Before Results, Options Market Repricing After

Equity Derivatives

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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> has performed strongly this year, gaining 41% YTD, including 5.5% last week around its earnings release.</li>
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Volatility Skew: A rare setup shows calls trading rich versus puts, creating favorable conditions for protective collar strategies.</li>
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Actionable Trade Ideas: Three variations of a protective collar — with charts, pricing, and Greeks — illustrate how to position in the current market.</li>
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Context:Tencent (700 HK) has performed strongly this year, gaining 41% YTD, including 5.5% last week around its earnings release.

Volatility Skew: A rare setup shows calls trading rich versus puts, creating favorable conditions for protective collar strategies.

Actionable Trade Ideas: Three variations of a protective collar — with charts, pricing, and Greeks — illustrate how to position in the current market.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Tencent (700 HK): Positioning After 41% YTD Rally with Collar Strategies