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.

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

China Mobile (941 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)

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

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> is set to announce 2024 results after the close on 18 March. </li>
<li>Options markets imply a price movement in excess of historic averages, creating trading opportunities through calendar spreads and short straddles that capitalize on March's elevated implied volatility.</li>
<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> is a major constituent in key Hong Kong indices (<a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899:1" rel="noopener">HSI Index</a>, <a href="https://www.smartkarma.com/entities/hang-seng-china-enterprises-index" target="_blank" data-smartkarma-citation="entities:22900:1" rel="noopener">HSCEI Index</a>, and <a href="https://www.smartkarma.com/entities/hang-seng-tech-index" target="_blank" data-smartkarma-citation="entities:31367:1" rel="noopener">HSTECH Index</a>). Its post-results move will likely impact the broader market.</li>
</ul>



Xiaomi Corp (1810 HK) is set to announce 2024 results after the close on 18 March. 
Options markets imply a price movement in excess of historic averages, creating trading opportunities through calendar spreads and short straddles that capitalize on March's elevated implied volatility.

Xiaomi Corp (1810 HK) is a major constituent in key Hong Kong indices (HSI Index, HSCEI Index, and HSTECH Index). Its post-results move will likely impact the broader market.


Hang Seng China Enterprises Index (HSCEI INDEX)

Hang Seng TECH Index (HSTECH INDEX EQUITY)

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