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.

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

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

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

Xiaomi Corp (1810 HK): Top Trades and Strategic Insights from HKEX Options Trading

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

Tencent (700 HK): Volatility Smile Signals Strategic Opportunities in Options Trading

China A-Share Consumer Staples: An Analysis of the Opportunities Ahead

Foshan Haitian Flavouring A/H Listing - Strong Brand but Sales Have Been Slowing Down

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>
Popular Strategies: Call/Put Spreads account for 70% of all strategies. With a bias towards bullish views, Bull Call Spreads outnumber Bear Put Spreads by 2:1.</li>
<li>
Lottery Trades: following observations of such strategies in other stocks, a lotter trade bets on a low probability event with a high payout. Trade size tends to be sizable.</li>
</ul>


Over the past five trading days, Tencent (700 HK) multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.

Popular Strategies: Call/Put Spreads account for 70% of all strategies. With a bias towards bullish views, Bull Call Spreads outnumber Bear Put Spreads by 2:1.

Lottery Trades: following observations of such strategies in other stocks, a lotter trade bets on a low probability event with a high payout. Trade size tends to be sizable.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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