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.

S&P/ASX 200 Outlook Following Proposed Index Rule Review

S&P/ASX 200 Tactical Outlook Ahead of Australia's Earnings Season Kickoff

Rio Tinto (RIO AU): Post-Earnings Drop Exceeds Expectations

Nikkei 225 (NKY INDEX) Drops Amid US Tariffs: Implied Volatility Hits Extreme Levels

KOSPI 200 (KOSPI2 Index) Hits 99th Percentile Implied Volatility Amid US Tariff Impact

Chart of the Day: Implied Volatility Soars Globally, US and Bitcoin Hit Hardest

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>
Context: The 90-day pause on US reciprocal tariffs expires on July 9, 2025. Japan, South Korea, Taiwan, and India, now face a return to steep US tariffs.</li>
<li>
Highlights: Markets reacted sharply to the original tariff announcement in April, with volatility peaking. While implied volatility eased in May, it has since climbed again, suggesting rising investor concern.</li>
<li>
Why Read: As markets face renewed risk of stress, this Insight helps investors understand which markets and sectors are most exposed, how volatility is evolving, and how best to position.</li>
</ul>



Context: The 90-day pause on US reciprocal tariffs expires on July 9, 2025. Japan, South Korea, Taiwan, and India, now face a return to steep US tariffs.

Highlights: Markets reacted sharply to the original tariff announcement in April, with volatility peaking. While implied volatility eased in May, it has since climbed again, suggesting rising investor concern.

Why Read: As markets face renewed risk of stress, this Insight helps investors understand which markets and sectors are most exposed, how volatility is evolving, and how best to position.


Taiwan Stock Exchange Weighted Index (TWSE INDEX)

関税リスクのリターン：市場シグナルとアジアのボラティリティの勢い