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 | Hang Seng (HSI) – Analysis of Option Strategies Recently Traded on HKEX

EQD | Hang Seng (HSI Index) - Most Popular Option Strategies, Long Vola with Bearish Bias

EQD | Dropping NIFTY 50 Could Find Support Very Soon

EQD | Hang Seng Index Option Strategy - A Contrarian View on the Skew

EQD / NSE Vol Update / Risk Premia Marked Down as Tier1 Event Risks Drop off the Calendar

Equity Derivatives

TSE Tokyo Price Index TOPIX / Equity Derivatives

<ul>
<li>Observing implied volatility across 16 markets plus gold provides a picture of falling implied volatility, despite dispersion in market performance.</li>
<li>Several, but not all, markets display moderation from unusual volatility levels to a more balanced implied volatility structure.</li>
<li>The realignment of implied volatility across markets presents potential relative value opportunities.</li>
</ul>


Observing implied volatility across 16 markets plus gold provides a picture of falling implied volatility, despite dispersion in market performance.
Several, but not all, markets display moderation from unusual volatility levels to a more balanced implied volatility structure.
The realignment of implied volatility across markets presents potential relative value opportunities.


Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Taiwan Stock Exchange Weighted Index (TWSE INDEX)

NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD | 글로벌 옵션 내재 변동성 – 혼합 시장 속 변동성 지속 감소