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.

Tencent (700 HK): Top Trades: Strategies That Stand Out

Tencent - 27 Feb Options Expiry: Potentially Volatile Session Due to 500 Strike Open Interest

Li Auto (2015 HK): Short Calls To Capitalize on High Volatility Amid Cautious Outlook

The KOSPI 200's Rally: Profit Targets, Where to BUY

The Nikkei 225 Walks a Tightrope—More Upside or the End of the Run?

KOSPI 200 - Upcoming BOK Rate Decision: Navigating Market Moves and Profit Opportunities

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The United States' tariff against Mexico and Canada, effective March 4, 2025, could disrupt global markets, with potential volatility spikes similar to early February's events.</li>
<li>
<a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200</a> and <a href="https://www.smartkarma.com/entities/ftse-100-index-ukx" target="_blank" data-smartkarma-citation="entities:22904:1" rel="noopener">FTSE 100</a>: low implied volatility offers opportunities for protective puts, </li>
<li>
<a href="https://www.smartkarma.com/entities/korea-stock-exchange-kospi-200" target="_blank" data-smartkarma-citation="entities:26021:1" rel="noopener">KOSPI 200</a> and <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a>: an volatility premium suggests a relative value volatility arbitrage play. </li>
</ul>


The United States' tariff against Mexico and Canada, effective March 4, 2025, could disrupt global markets, with potential volatility spikes similar to early February's events.

S&amp;P/ASX 200 and FTSE 100: low implied volatility offers opportunities for protective puts, 

KOSPI 200 and Nikkei 225: an volatility premium suggests a relative value volatility arbitrage play. 


Taiwan Stock Exchange Weighted Index (TWSE INDEX)

NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

Global Option Implied Volatility - Opportunities in S&P/ASX 200, KOSPI 200, Nikkei 225, FTSE 100.