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 | Global Option Implied Volatility - Nikkei 225, Nifty 50, S&P/ASX 200, S&P 500, SMI, FTSE 100

EQD | Nikkei 225 Option Implied Volatility Analysis - Focus on Bank of Japan Rate Decision Catalyst

EQD | Nikkei 225 - Persistent Volatility Amid Election Uncertainty: Tactical Opportunities Explored

Event-Driven

<ul>
<li>US equity indices led global markets in a post-election sharp decline in implied volatility.</li>
<li>With only 34 trading days left in 2024, investors might want to hedge the gains from a profitable year with tactical long puts.</li>
<li>Several markets make good candidates for long put positions due to a combination of cheap options and potentially bearish factors. One example being the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> </li>
</ul>


US equity indices led global markets in a post-election sharp decline in implied volatility.
With only 34 trading days left in 2024, investors might want to hedge the gains from a profitable year with tactical long puts.
Several markets make good candidates for long put positions due to a combination of cheap options and potentially bearish factors. One example being the S&amp;P/ASX 200 (AS51 INDEX) 


Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

EQD | Global Option Implied Volatility – 34 Trading Days Left in 2024, Year-End Positioning.