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

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

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

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

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

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

Alibaba (BABA, 9988HK): June Quarter, Actually 2-Digit Growth, To Win Price War

Equity Derivatives

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Context: Volatility cones provide a clear framework to evaluate whether options are trading cheap or rich.</li>
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Highlights: Major stocks, including <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a>, <a href="https://www.smartkarma.com/entities/xiaomi-corp" target="_blank" data-smartkarma-citation="entities:24409:1" rel="noopener">Xiaomi (1810 HK)</a>, and <a href="https://www.smartkarma.com/entities/meituan" target="_blank" data-smartkarma-citation="entities:26970:1" rel="noopener">Meituan (3690 HK)</a>, trade at historically cheap implied volatility. Upcoming earnings are starting to be reflected in November IV.</li>
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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 clear framework to evaluate whether options are trading cheap or rich.

Highlights: Major stocks, including Tencent (700 HK), Xiaomi (1810 HK), and Meituan (3690 HK), trade at historically cheap implied volatility. Upcoming earnings are starting to be reflected in November IV.

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