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 | Westpac Banking (WBC AU) - Expected Move on Profit Announcement and Option Insights

Eqd | S&P/ASX 200 (AS51 INDEX) - RBA Decision: Will the Anticipated Rate Cut Drive the Market?

EQD | National Australia Bank (NAB AU): Anticipated Price Swings on Q1 Trading Update on 19 Feb 2025

EQD | S&P/ASX 200 Option Strategy -  Today's All-Time-High Calls for Proactive Hedging

2025 Essential Calendar for Option Traders in Asia: Key Dates & Insights

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank of Australia (CBA AU)</a> is set to announce its 2025 Half Year Results on 12 February.</li>
<li>Option prices suggest a 2.4% move in either direction, which is less than the historic move of 3.4% over the past six announcements.</li>
<li>Traders can trade the event through 13 February 2025 listed options (weekly expiration).</li>
</ul>



Commonwealth Bank of Australia (CBA AU) is set to announce its 2025 Half Year Results on 12 February.
Option prices suggest a 2.4% move in either direction, which is less than the historic move of 3.4% over the past six announcements.
Traders can trade the event through 13 February 2025 listed options (weekly expiration).


EQD | Commonwealth Bank (CBA AU) - Expected Move on Profit Announcement and Option Insights