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 Intraday | Tariff Tantrum Impact on Intraday Volatility

EQD | Toyota (7203 JP // TM US) - Option Opportunities Amid Tariff Tension

EQD | Volatile Roads: Unveiling Risk in the Asian Auto Industry Through the Options Market

EQD | NSE Nifty Bank Index - Implied Volatility Not (Yet) Rich Enough.

EQD | Nifty 50 Option Strategy - Implied Volatility Is Not as Rich as It Seems

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

EQD / NSE NIFTY50 Vol Update / India Budget Event Dominates Local Options Markets.

Equity Derivatives

<ul>
<li>Global option markets present a diverse picture, offering a broad opportunity set.</li>
<li>Several markets make for good hedging-candidates after a strong January and amid cheap options.</li>
<li>Although several Indian indices show high implied volatility, contextual analysis indicates volatility may be fairly priced relative to their bear trends.</li>
</ul>


Global option markets present a diverse picture, offering a broad opportunity set.
Several markets make for good hedging-candidates after a strong January and amid cheap options.
Although several Indian indices show high implied volatility, contextual analysis indicates volatility may be fairly priced relative to their bear trends.


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 | Global Option Implied Volatility - Option Opportunities Across the Regions