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.

JD.com (9618 HK) FY Earnings on 6 March: Divergence Between Option-Implied And Historic Move

JD.com (9618 HK) FY Earnings Recap: Intra-Day Swing of 7.3%.

JD.com (9618 HK): Strategic Highlights and Market View from HKEX Top Trades

Tencent (700 HK): Top Trades: Strategies That Stand Out

Xiaomi (1810 HK) - Riding the Wave. How Option Traders Navigate. Top Trades Analyzed.

The Nikkei 225 Walks a Tightrope—More Upside or the End of the Run?

Global Option Implied Volatility - Opportunities in S&P/ASX 200, KOSPI 200, Nikkei 225, FTSE 100.

Equity Derivatives

<ul>
<li>Box trades are gaining popularity on the Hong Kong Stock Exchange. These arbitrage strategies exploit price discrepancies in options markets for near risk-free profits.</li>
<li>Long box trades involve simultaneously buying bull call spreads and bear put spreads with identical strikes and expiration dates, creating a fixed payoff regardless of the underlying asset's price movement.</li>
<li>Box trades require careful execution consideration of spreads, commissions, margins, and fees, with risks primarily in execution and operations rather than market exposure.</li>
</ul>


Box trades are gaining popularity on the Hong Kong Stock Exchange. These arbitrage strategies exploit price discrepancies in options markets for near risk-free profits.
Long box trades involve simultaneously buying bull call spreads and bear put spreads with identical strikes and expiration dates, creating a fixed payoff regardless of the underlying asset's price movement.
Box trades require careful execution consideration of spreads, commissions, margins, and fees, with risks primarily in execution and operations rather than market exposure.


China National Building Material (3323 HK)

Semiconductor Manufacturing International Corp (SMIC) (981 HK)

Semiconductor Manufacturing International Corp (SMIC)

Hang Seng China Enterprises Index (HSCEI INDEX)

Box Trades Explained: How Traders Execute Near Risk-Free Arbitrage in Hong Kong's Options Market