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.

HK Vola Cones: Calm HSI, HSBC (5 HK) Historically Rich

Tencent (700 HK) Results on 18 March: Expected Price Action and Options Signals

Alibaba (9988 HK / BABA US) Earnings on 19 March: Price Dynamics and Expected Moves

Tencent (700), Xiaomi (1810), Meituan (3690), and JD.com (9618): Cheap Vol Into Earnings

Tencent (700 HK): Top Option Trades Reveal a Split in Market Sentiment

Xiaomi (1810 HK): Calendar Spreads and Other Top Trades Ahead of Earnings

Xiaomi (1810 HK): Top Trades Bet on a Bullish Trend Reversal

Equity Derivatives

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Context: 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 mix and positioning are dissected.</li>
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Highlights: Diagonal Spreads enjoy increasing popularity. The strategy is analyzed with reference to the March earnings event, and current volatility dynamics.</li>
<li>
Why read: This drill-down into calendar strategies sheds light on strategies and positioning ahead of earnings. Detailed examples provide actionable insights that could inspire similar strategies,</li>
</ul>



Context: Over the past five trading days, Tencent (700 HK) multi-leg option strategies showcased a variety of approaches. Strategy mix and positioning are dissected.

Highlights: Diagonal Spreads enjoy increasing popularity. The strategy is analyzed with reference to the March earnings event, and current volatility dynamics.

Why read: This drill-down into calendar strategies sheds light on strategies and positioning ahead of earnings. Detailed examples provide actionable insights that could inspire similar strategies,


Hang Seng China Enterprises Index (HSCEI INDEX)

Tencent (700 HK) Top Trades: How Traders Use Diagonal Spreads Ahead of Earnings