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.

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Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/zhongji-innolight-co-ltd" target="_blank" data-smartkarma-citation="entities:6986:1" rel="noopener">Zhongji InnoLight (300308 CH / 3308 HK)</a> trades 31% below its all-time high, while the consensus price target implies upside of 35%.</li>
<li>Historical periods with volatility above 100% have produced higher average and median subsequent one-month returns than lower-volatility regimes.</li>
<li>Implied volatility above 100% is extreme by any standard, generating exceptionally rich option premiums that can be monetised through put selling, albeit with exposure to further share-price weakness.</li>
</ul>



Zhongji InnoLight (300308 CH / 3308 HK) trades 31% below its all-time high, while the consensus price target implies upside of 35%.
Historical periods with volatility above 100% have produced higher average and median subsequent one-month returns than lower-volatility regimes.
Implied volatility above 100% is extreme by any standard, generating exceptionally rich option premiums that can be monetised through put selling, albeit with exposure to further share-price weakness.


Hang Seng China Enterprises Index (HSCEI INDEX)

Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Shenzhen Stock Exchange Composite Index (SZCOMP INDEX)

Zhongji InnoLight (3308 HK / 300308 CH): Monetising 100% Volatility Through Put Selling