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 – Consistently Declining Volatility Amid Mixed Markets

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

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

EQD | If The Hang Seng Index Falls Further...

HK Connect SOUTHBOUND Flows (To 8 Nov 2024); High-Div SOEs Sold, Tech Bought... Again

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

Event-Driven

<ul>
<li>The <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> continues to exhibit high volatility. In addition, upside implied volatility trades higher than downside implied volatility.</li>
<li>The unusual structure of the skew supports the implementation of contrarian strategies.</li>
<li>Strategies with a year-end horizon benefit from high liquidity in the listed options market. Several variations of contrarian trades are presented.</li>
</ul>


The Hang Seng Index (HSI INDEX) continues to exhibit high volatility. In addition, upside implied volatility trades higher than downside implied volatility.
The unusual structure of the skew supports the implementation of contrarian strategies.
Strategies with a year-end horizon benefit from high liquidity in the listed options market. Several variations of contrarian trades are presented.


Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

EQD | Hang Seng Index Option Strategy - A Contrarian View on the Skew