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 (7 - 13 April)

NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday

NSE NIFTY50/ Vol Update / SEBI Intervenes Stalling Expiry Day Shift. IVs Pushed to 1Yr Lows.

Macroeconomics

<ul>
<li>The Reserve Bank of India (RBI) is set to announce a monetary policy decision on Wednesday 9 April 2025. </li>
<li>
Market Expectations: The market anticipates a 25-basis-point rate cut, supported by a strong consensus. However, the RBI has surprised markets in 28% of its rate decisions over the past decade.</li>
<li>
Index Sensitivity to Rate Decisions: Historical data shows the <a href="https://www.smartkarma.com/entities/nse-nifty-bank-index" target="_blank" data-smartkarma-citation="entities:26811:1" rel="noopener">NSE Nifty Bank Index </a>reacts more significantly to RBI announcements than the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY 50 Index</a>.</li>
</ul>


The Reserve Bank of India (RBI) is set to announce a monetary policy decision on Wednesday 9 April 2025. 

Market Expectations: The market anticipates a 25-basis-point rate cut, supported by a strong consensus. However, the RBI has surprised markets in 28% of its rate decisions over the past decade.

Index Sensitivity to Rate Decisions: Historical data shows the NSE Nifty Bank Index reacts more significantly to RBI announcements than the NIFTY 50 Index.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

RBI Rate Decision: Impact on Nifty 50 and NSE Banks, Insights and Strategies