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.

China Mobile (941 HK): Expected Move on Profit Announcement and Option Insights

China Mobile (941 HK) Pre-Earnings Forecast and Outlook

Meituan (3690 HK): Expected Move on Profit Announcement and Option Insights

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

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

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

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

Equity Derivatives

Ping An Insurance (H) / Equity Derivatives

<ul>
<li>Ping An Insurance (2318 HK / 601318 CH) is set to announce Annual 2024 Results on 19 March 2025.</li>
<li>Option markets are currently pricing in a significantly larger post-announcement price move than historical patterns would suggest.</li>
<li>Two trade examples for calendar spreads, taking advantage of elevated near-term implied volatility, are presented.</li>
</ul>


Ping An Insurance (2318 HK / 601318 CH) is set to announce Annual 2024 Results on 19 March 2025.
Option markets are currently pricing in a significantly larger post-announcement price move than historical patterns would suggest.
Two trade examples for calendar spreads, taking advantage of elevated near-term implied volatility, are presented.


Hang Seng China Enterprises Index (HSCEI INDEX)

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