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.

Volatility Cones Spotlight Hedging in Tencent (700 HK) And More

Volatility Cones: Ping An (2318 HK) And Alibaba (9988 HK) Stand Out

Alibaba (9988 HK) Vs. Hang Seng Index (HSI INDEX): Relative Value Options Play with Leverage

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (15 Sep)

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

Tencent (700 HK) Vs. Hang Seng (HSI INDEX): Price-Ratio Hits Trigger Zone

Long CAR Group (CAR AU) Vs. Short Seek (SEK AU): Statistical Arbitrage Play with ~7% Target Return

Kotak Mahindra Bank (KMB IN) Vs. Bajaj Finserv (BJFIN IN): Stat-Arb Pair Trade in Indian Financials

Equity Bottom-Up

<ul>
<li>
Context: The <a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd-d7b798e2-202d-4e01-9a1e-799e2ae8f0c7" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba (9988 HK)</a> / <a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> price-ratio deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.</li>
<li>
Highlights: Going long the Hang Seng Index and short Alibaba (9988 HK) targets a 12% return.</li>
<li>
Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.</li>
</ul>



Context: The Alibaba (9988 HK) / Hang Seng Index (HSI INDEX) price-ratio deviated more than two standard deviations from its one-year average, presenting a potential relative value opportunity.

Highlights: Going long the Hang Seng Index and short Alibaba (9988 HK) targets a 12% return.

Why Read: Essential for quantitative traders seeking mean-reversion opportunities, with detailed execution framework, risk management protocols, and historical simulation showing the statistical basis for this relative value play.


Hang Seng Investment Index Funds Series II - HSI ETF (2833 HK)

Hang Seng Investment Index Funds Series II - HSI ETF

Underweight/Short Alibaba (9988 HK): Quant Model Flags Mean Reversion After 40% Post-Earnings Surge