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.

Kuaishou Technology (1024 HK) Earnings Tomorrow: Anticipated Price Movements

BYD (1211 HK) Earnings Today: Anticipated Price Movements and Options Insights

BYD (1211 HK) Profit Targets After Record-Breaking Earnings

Xiaomi (1810 HK): 4Q24, Much Better than Expected, But Vehicle Still Overvalued

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

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

Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/xiaomi-corp" target="_blank" data-smartkarma-citation="entities:24409:1" rel="noopener">Xiaomi Corp (1810 HK)</a> significantly beat Q4 2024 earnings expectations, yet the stock showed minimal price movement with just a 1.0% gain immediately after the announcement.</li>
<li>Post-Earnings implied volatility declined substantially from 72% pre-earnings to below 53.4% after earnings, confirming pre-announcement predictions of overpriced volatility.</li>
<li>Straddle positions were actively traded around the earnings event. A case study showcases a profitable short straddle strategy.</li>
</ul>



Xiaomi Corp (1810 HK) significantly beat Q4 2024 earnings expectations, yet the stock showed minimal price movement with just a 1.0% gain immediately after the announcement.
Post-Earnings implied volatility declined substantially from 72% pre-earnings to below 53.4% after earnings, confirming pre-announcement predictions of overpriced volatility.
Straddle positions were actively traded around the earnings event. A case study showcases a profitable short straddle strategy.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

Xiaomi (1810 HK): Earnings Beat, Volatility Retreat, and Straddle Success