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: 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

US Banks - Off B/S Growth +3.7% YoY in New 2Q25 Data, Credit Card PD Improve Dramatically

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

HK Volatility Cones: Volatility on the Rise, Meituan and Ping An Historically Cheap

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

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

Equity Derivatives

<ul>
<li>
Context: Volatility cones provide a straightforward framework to evaluate whether options are trading cheap or rich.</li>
<li>
Highlights: Implied volatility has broadly risen across most, but not all, HK stocks. Front-month expiries remain historically cheap amid a steepening curve. Opportunities endure, though fewer than in recent weeks.</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 provide a straightforward framework to evaluate whether options are trading cheap or rich.

Highlights: Implied volatility has broadly risen across most, but not all, HK stocks. Front-month expiries remain historically cheap amid a steepening curve. Opportunities endure, though fewer than in recent weeks.

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)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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