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.

Xiaomi Corp (1810 HK): Volatility Insights and Analysis Identify Spread Opportunities

Alibaba (9988 HK): Volatility Surface Favoring Diagonal and Calendar Spreads

Alibaba (9988 HK): Top Trades and Strategic Insights from HKEX Options Trading

Meituan (3690 HK): Top Trades and Strategic Insights from HKEX Options Trading

JD.com (9618 HK): Strategic Highlights and Market View from HKEX Top Trades

Equity Derivatives

<ul>
<li>Over the past five trading days, <a href="https://www.smartkarma.com/entities/xiaomi-corp" target="_blank" data-smartkarma-citation="entities:24409:1" rel="noopener"><strong>Xiaomi</strong> Corp (1810 HK)</a> multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.</li>
<li>Bearish and Bullish strategies balance each other, with only 12% of trades expressing a neutral view, such as Iron Condors. Some strategies were traded in unusually large size.</li>
<li>Diagonal Spreads account for over 25% of all strategies and can make for near self-financing strategies. An inverted volatility term structure, aka backwardation, supports calendar and diagonal spreads.</li>
</ul>


Over the past five trading days, Xiaomi Corp (1810 HK) multi-leg option strategies showcased a variety of approaches. Strategy highlights are provided.
Bearish and Bullish strategies balance each other, with only 12% of trades expressing a neutral view, such as Iron Condors. Some strategies were traded in unusually large size.
Diagonal Spreads account for over 25% of all strategies and can make for near self-financing strategies. An inverted volatility term structure, aka backwardation, supports calendar and diagonal spreads.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Xiaomi Corp (1810 HK): Top Trades and Strategic Insights from HKEX Options Trading