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 | Hang Seng (HSI) – Analysis of Option Strategies Recently Traded on HKEX

Quiddity Leaderboard Hang Seng Index Dec 24: Special Focus on IT, Healthcare, and SOEs

EQD | Hong Kong Index Options Weekly - HSI and HSCEI

Event-Driven

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">Hang Seng Index (HSI INDEX)</a> implied volatility exhibited little change over the last week. It is in its 30th percentile. The term structure is flat and the skew smiles.</li>
<li>Transaction data shows that the relatively low implied volatility favors long vola strategies. Traders also take advantage of the skew through Call and Put Spreads alike.</li>
<li>Strategies reveal a bias towards a bearish view, with an expectation for volatility to pick up in late December and January.</li>
</ul>



Hang Seng Index (HSI INDEX) implied volatility exhibited little change over the last week. It is in its 30th percentile. The term structure is flat and the skew smiles.
Transaction data shows that the relatively low implied volatility favors long vola strategies. Traders also take advantage of the skew through Call and Put Spreads alike.
Strategies reveal a bias towards a bearish view, with an expectation for volatility to pick up in late December and January.


EQD | Hang Seng (HSI Index) - Most Popular Option Strategies, Long Vola with Bearish Bias