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.

Market Movers: Key Dates at a Glance (31 March- 6 April)

JD.com (9618 HK): Strategic Highlights and Market View from HKEX Top Trades

Tencent (700 HK): Volatility Plays and Skew Top Trades

Alibaba (9988 HK): Top Trades - Strategies That Stand Out.

Bank Of China (3988 HK/601988 CH) Earnings on 26/3: Anticipated Price Movements and Options Insights

China Construction Bank (939 HK/601939 CH) Earnings on 28 Mar: Anticipated Price Move and Strategy

Equity Derivatives

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<a href="https://www.smartkarma.com/entities/industrial-and-commercial-bank-of-china-limited" target="_blank" data-smartkarma-citation="entities:1119:1" rel="noopener">ICBC (H) (1398 HK)</a> / <a href="https://www.smartkarma.com/entities/ind-comm-bk-of-china-a" target="_blank" data-smartkarma-citation="entities:494:1" rel="noopener">ICBC (A) (601398 CH)</a> is scheduled to report its annual 2024 financial results on 28 March 2025, 17:30-18:30, Beijing time. 
</li>
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Expected Price Movement: Option implied movement and historically recorded movement both indicate price action comparable to that of a typical trading day. </li>
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Dividend Outlook: ICBC has switched to semi-annual dividends, with current yields at 6.0% for H shares and 4.5% for A shares. The bank has a history of dividend increases.</li>
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ICBC (H) (1398 HK) / ICBC (A) (601398 CH) is scheduled to report its annual 2024 financial results on 28 March 2025, 17:30-18:30, Beijing time. 


Expected Price Movement: Option implied movement and historically recorded movement both indicate price action comparable to that of a typical trading day. 

Dividend Outlook: ICBC has switched to semi-annual dividends, with current yields at 6.0% for H shares and 4.5% for A shares. The bank has a history of dividend increases.


Hang Seng China Enterprises Index (HSCEI INDEX)

ICBC (1398 HK) Earnings on 28 Mar: Anticipated Price Move and Strategy