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.

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

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U.S., Europe, and Japan Still Holding Below Resistance; Favor Defensives

Event-Driven

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> has been trading sideways between 35,000 and 40,000 for the past eleven weeks.</li>
<li>A short straddle allows investors who believe that the Nikkei 225 continues to trade sideways to earn a profit of up to 7% in six weeks.</li>
<li>This Insight presents the strategy rationale, profit and loss profile, back-testing and risk management measures. </li>
</ul>


The Nikkei 225 (NKY INDEX) has been trading sideways between 35,000 and 40,000 for the past eleven weeks.
A short straddle allows investors who believe that the Nikkei 225 continues to trade sideways to earn a profit of up to 7% in six weeks.
This Insight presents the strategy rationale, profit and loss profile, back-testing and risk management measures. 


EQD | Nikkei 225 Option Opportunity – Earn Premium in Sideways Markets with Straddles