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.

Tencent (700 HK): Strategies to Navigate Low Volatility and A Flat Term Structure

Alibaba (9988 HK): Navigating Post-Earnings Volatility

Alibaba (9988 HK): Unpacking the Week's Savvy Top Options Trades

BYD (1211 HK): Top Trades Reflect Bearish Bias in HKEX Options Trading Strategies

Alibaba (9988 HK): Top Trades and Strategic Insights from HKEX Options Trading

Tencent (700 HK): Top Trades and Strategic Insights from HKEX Options Trading

BYD (1211 HK): Volatility Smile Signals Opportunity in Spreads

Equity Derivatives

<ul>
<li>Over the past five trading days, <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a> multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.</li>
<li>Calendar and Diagonal Spreads make up a quarter of all strategies. Several examples are presented incorporating upfront cost, upfront credit, or zero-cost combinations. </li>
<li>While there is a bias towards bullish strategies, 26% of all strategies express a market-neutral view in the form of Straddles, Strangles, Butterflies or Condors.</li>
</ul>


Over the past five trading days, Tencent (700 HK) multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.
Calendar and Diagonal Spreads make up a quarter of all strategies. Several examples are presented incorporating upfront cost, upfront credit, or zero-cost combinations. 
While there is a bias towards bullish strategies, 26% of all strategies express a market-neutral view in the form of Straddles, Strangles, Butterflies or Condors.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Tencent (700 HK): Strategic Insights and Top Trades from HKEX Options Trading