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.

Alibaba (9988 HK): Top Trades Ahead of Earnings

Xiaomi (1810 HK): Earnings Recap & Volatility Dynamics

Alibaba (9988 HK): Expected Earnings-Day Swings and Options Market View

Tencent (700 HK): Positioning After 41% YTD Rally with Collar Strategies

Tencent (700 HK): Rally Before Results, Options Market Repricing After

The Month Ahead: Key Events in August 2025

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (18 Aug)

Equity Derivatives

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<li>
Context: Volatility cones chart implied volatility against historical percentiles across the term structure, providing a clear framework to evaluate whether options are trading cheap or rich.</li>
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Highlight: Several high-profile HK stocks currently show historically cheap implied volatility. With some of them trading near 52-week highs, now may be an opportune time to hedge.</li>
<li>
Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.</li>
</ul>



Context: Volatility cones chart implied volatility against historical percentiles across the term structure, providing a clear framework to evaluate whether options are trading cheap or rich.

Highlight: Several high-profile HK stocks currently show historically cheap implied volatility. With some of them trading near 52-week highs, now may be an opportune time to hedge.

Why Read: Spot opportunities, assess regime shifts, and manage risk effectively — volatility cones turn complex data into actionable insights for traders and investors.


Hang Seng China Enterprises Index (HSCEI INDEX)

Volatility Cones: Opportunities Across 8 Hong Kong Stocks