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

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

Toyota's (7203 JP) Outlook and Profit Targets for Imminent Rally

EQD | Global Option Implied Volatility - Option Opportunities Across the Regions

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

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

Quantitative Analysis

Hong kong Financials / Quantitative Analysis

<ul>
<li>This Insight presents intraday data to illustrate regional volatility moves over the past one and a half trading days. </li>
<li>Sunday’s US tariff announcement led to a global decline in equities and a spike in volatility on Monday. Asian indices began to recover today with a slight decrease in volatility.</li>
<li>Market reaction to Sunday's announcement was short-lived, so far, and the impact on implied volatility muted. The risk of a renewed volatility spike to or above Monday's intraday high's remains.</li>
</ul>


This Insight presents intraday data to illustrate regional volatility moves over the past one and a half trading days. 
Sunday’s US tariff announcement led to a global decline in equities and a spike in volatility on Monday. Asian indices began to recover today with a slight decrease in volatility.
Market reaction to Sunday's announcement was short-lived, so far, and the impact on implied volatility muted. The risk of a renewed volatility spike to or above Monday's intraday high's remains.


Korea Stock Exchange Kospi Index (KOSPI INDEX)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Taiwan Stock Exchange Weighted Index (TWSE INDEX)

S&P BSE SENSEX Index (SENSEX INDEX EQUITY)

Chicago Board Options Exchange Volatility Index (VIX INDEX)

Chicago Board Options Exchange Volatility Index

EQD Intraday | Tariff Tantrum Impact on Intraday Volatility