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.

EQD | Global Option Implied Volatility – 34 Trading Days Left in 2024, Year-End Positioning.

EQD | Nikkei 225 - Persistent Volatility Amid Election Uncertainty: Tactical Opportunities Explored

EQD | Nikkei 225 Option Implied Volatility Analysis - Focus on Bank of Japan Rate Decision Catalyst

U.S., Europe, and Japan Still Holding Below Resistance; Favor Defensives

Equity Derivatives

<ul>
<li>Global equity markets have experienced falling prices and increasing volatility over the past week. Some markets were affected more than others.</li>
<li>Hedging opportunities in the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>, the <a href="https://www.smartkarma.com/entities/ftse-100-index-ukx" target="_blank" data-smartkarma-citation="entities:22904:1" rel="noopener">FTSE 100 Index (UKX INDEX)</a>, or the Swiss Market Index; all with sub-13% implied volatility.</li>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> experienced some of the largest market and volatility moves in international comparison, with more turbulence likely ahead following the Japanese elections.</li>
</ul>


Global equity markets have experienced falling prices and increasing volatility over the past week. Some markets were affected more than others.
Hedging opportunities in the S&amp;P/ASX 200 (AS51 INDEX), the FTSE 100 Index (UKX INDEX), or the Swiss Market Index; all with sub-13% implied volatility.
The Nikkei 225 (NKY INDEX) experienced some of the largest market and volatility moves in international comparison, with more turbulence likely ahead following the Japanese elections.


Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

EQD | グローバルオプションのインプライドボラティリティ - 日経平均株価、Nifty 50、S&amp;P/ASX 200、S&amp;P 500、SMI、FTSE 100

S&P/ASX 200

EQD | グローバルオプションのインプライドボラティリティ - 日経平均株価、Nifty 50、S&P/ASX 200、S&P 500、SMI、FTSE 100

S&P/ASX 200

EQD | グローバルオプションのインプライドボラティリティ - 日経平均株価、Nifty 50、S&amp;P/ASX 200、S&amp;P 500、SMI、FTSE 100

EQD | グローバルオプションのインプライドボラティリティ - 日経平均株価、Nifty 50、S&P/ASX 200、S&P 500、SMI、FTSE 100