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.

Xiaomi (1810 HK): Overpriced Volatility Ahead of 2024 Results

Tencent (700 HK): Expected Move on Profit Announcement and Option Insights

Ping An Insurance (2318 HK): 2024 Earnings, Divergence Between Option-Implied And Historic Move

March Key Events in Asia-Pac: Tariffs, Rates, Earnings, and Indices in Focus

Dividends, Volatility, and Profits: HSI and HSCEI Heavyweights Reveal Results, 17 - 21 March

Tencent (700 HK): Risen 35% Since Our Last Buy, Good Preview for 4Q24

BYD (1211 HK) Placement: Tactical Buy Opportunity in Key Support Zone

Equity Derivatives

Taiwan Stock Exchange Weighted Index / Equity Derivatives

Taiwan Stock Exchange Weighted Index (TWSE INDEX)

<ul>
<li>Central Bank Focus: Nine Central banks decide on monetary policy next week. Among them the BoJ, the BoE, the SNB, and the Fed.</li>
<li>Earnings Wave: major Hong Kong stocks reporting, including Tencent, Xiaomi, China Mobile, and Meituan.</li>
<li>Triple Witching: Quarterly derivatives expiration hits multiple markets - Australia, Taiwan , and the US - alongside index rebalancing in both Australia and the US.</li>
</ul>


Central Bank Focus: Nine Central banks decide on monetary policy next week. Among them the BoJ, the BoE, the SNB, and the Fed.
Earnings Wave: major Hong Kong stocks reporting, including Tencent, Xiaomi, China Mobile, and Meituan.
Triple Witching: Quarterly derivatives expiration hits multiple markets - Australia, Taiwan , and the US - alongside index rebalancing in both Australia and the US.


Hang Seng China Enterprises Index (HSCEI INDEX)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Market Movers: Key Dates at a Glance (March 17-21)