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.

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Equity Derivatives

<ul>
<li>
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> reported 2Q25 results last week, beating expectations and fueling a 5.5% move in the stock.</li>
<li>
Market Reaction: Shares rallied while front-end options saw a pronounced volatility crush, rotating the term structure back into contango.</li>
<li>
Why Read: This note unpacks Tencent’s price action and the evolving volatility setup.</li>
</ul>



Context:Tencent (700 HK) reported 2Q25 results last week, beating expectations and fueling a 5.5% move in the stock.

Market Reaction: Shares rallied while front-end options saw a pronounced volatility crush, rotating the term structure back into contango.

Why Read: This note unpacks Tencent’s price action and the evolving volatility setup.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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