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.

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

Tencent (700 HK): Volatility Smile Signals Strategic Opportunities in Options Trading

Tencent (700 HK): Top Trades and Strategic Insights from HKEX Options Trading

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

Meituan (3690 HK): Options Insights and Analysis, Skew Shift Amid Earnings Calm

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

Equity Derivatives

Alibaba Group Holding  / Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/alibaba-group-holding-ltd-d7b798e2-202d-4e01-9a1e-799e2ae8f0c7" target="_blank" data-smartkarma-citation="entities:28434:1" rel="noopener">Alibaba Group Holding (9988 HK)</a> one-month implied volatility has decreased from recent peaks but remains above the 70th percentile, while realized volatility exceeds 80% (96th percentile).</li>
<li>A relatively flat term structure and skew render Calendar and Diagonal Spreads interesting strategies.</li>
<li>Open interest extends to March 2026, with balanced call and put interest across all expiries.</li>
</ul>



Alibaba Group Holding (9988 HK) one-month implied volatility has decreased from recent peaks but remains above the 70th percentile, while realized volatility exceeds 80% (96th percentile).
A relatively flat term structure and skew render Calendar and Diagonal Spreads interesting strategies.
Open interest extends to March 2026, with balanced call and put interest across all expiries.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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