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.

Cheap Vs. Rich Volatility: What Cones Reveal in Tencent, HSBC, Meituan & More

Alibaba (9988 HK): Stock Surges Post-Earnings, Options Market Reprices

Volatility Cones: Spotting Opportunities in Tencent, JD.com, Ping An & More

Toyota (7203 JP) Vs. Subaru (7270 JP): Rare Mean-Reversion Setup After Earnings

Global Markets Tactical Outlook WEEKLY: August 25 – August 29

Toyota (7203 JP // TM US) Hits Oversold: Your High-Potential Options Strategy

Global Markets Tactical Outlook WEEKLY: August 18 – August 22

Global Markets Tactical Outlook WEEKLY: August 11 – August 15

Equity Derivatives

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<li>
Context: After three consecutive up weeks, <a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota (7203 JP)</a> / <a href="https://www.smartkarma.com/entities/toyota-motor-corp-spon-adr" target="_blank" data-smartkarma-citation="entities:8245:1" rel="noopener">Toyota ADR (TM US)</a> now screens as overbought, with quantitative models signaling a high probability of a trend reversal.</li>
<li>
Trade Idea: Elevated implied volatility (82–83rd percentile) makes short call strategies attractive. Selling near-term calls captures rich premium while aligning with downside risk.</li>
<li>
Why Read: This Insight highlights a timely opportunity where technical overbought signals and historically rich IV converge — ideal for investors seeking a tactical setup.</li>
</ul>



Context: After three consecutive up weeks, Toyota (7203 JP) / Toyota ADR (TM US) now screens as overbought, with quantitative models signaling a high probability of a trend reversal.

Trade Idea: Elevated implied volatility (82–83rd percentile) makes short call strategies attractive. Selling near-term calls captures rich premium while aligning with downside risk.

Why Read: This Insight highlights a timely opportunity where technical overbought signals and historically rich IV converge — ideal for investors seeking a tactical setup.


Toyota (7203 JP // TM US) Hits Overbought: Rich Options for Tactical Shorts

Toyota Motor

Toyota (7203 JP // TM US) Hits Overbought: Rich Options for Tactical Shorts