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.

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

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

Tencent (700 HK) - Surging Price, Strikes, and Volatility. A Novel Look with an Animated Chart

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

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

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

Event-Driven

<ul>
<li>During yesterday's Option expiration day, <a href="https://www.smartkarma.com/entities/tencent-holdings-ltd" target="_blank" data-smartkarma-citation="entities:26:1" rel="noopener">Tencent (700 HK)</a> experienced an intra-day swing of 4.1%.</li>
<li>Trading in the afternoon oscillated around the prominent 500 strike level. Around 66% of calls and 2% of puts expired in the money.</li>
<li>Volume was lower than in the preceding days; a total of 38 million shares were traded, with the morning session accounting for 53% of the volume.</li>
</ul>


During yesterday's Option expiration day, Tencent (700 HK) experienced an intra-day swing of 4.1%.
Trading in the afternoon oscillated around the prominent 500 strike level. Around 66% of calls and 2% of puts expired in the money.
Volume was lower than in the preceding days; a total of 38 million shares were traded, with the morning session accounting for 53% of the volume.


Hang Seng China Enterprises Index (HSCEI INDEX)

Tencent (700 HK): Expiry-Day Recap; Intra-Day Swing of 4.1%.