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.

2025 Essential Calendar for Option Traders in Asia: Key Dates & Insights

Equity Derivatives

<ul>
<li>The Insight presents two <a href="https://www.smartkarma.com/entities/s-p-500-index" target="_blank" data-smartkarma-citation="entities:22886:1" rel="noopener"><strong>S&amp;P 500 INDEX</strong> (SPX INDEX)</a> options strategies for 2025. Call overwriting can generate premium income and potentially enhance returns in a choppy but mildly positive market.</li>
<li>The second strategy is a Risk Reversal, using the proceeds from a short call to buy a protective put option, providing downside protection while still allowing for some upside potential.</li>
<li>Both strategies are designed to align with the expected market conditions, considering factors such as inflation, economic growth, and market volatility.</li>
</ul>


The Insight presents two S&amp;P 500 INDEX (SPX INDEX) options strategies for 2025. Call overwriting can generate premium income and potentially enhance returns in a choppy but mildly positive market.
The second strategy is a Risk Reversal, using the proceeds from a short call to buy a protective put option, providing downside protection while still allowing for some upside potential.
Both strategies are designed to align with the expected market conditions, considering factors such as inflation, economic growth, and market volatility.


EQD | S&P 500 (SPX Index) - An Options Strategy for 2025