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.

Li Auto (2015 HK): Short Calls To Capitalize on High Volatility Amid Cautious Outlook

Box Trades Explained: How Traders Execute Near Risk-Free Arbitrage in Hong Kong's Options Market

JD.com (9618 HK) FY Earnings on 6 March: Divergence Between Option-Implied And Historic Move

Alibaba (9988 HK): How Options Traders Are Navigating the Rally and Volatility. Top Trades.

Xiaomi (1810 HK) - 4Q24 Preview: Expect Another Strong Beat; Raise TP to HK$54.53

Hang Seng Index (HSI) Rebalance: Does Anyone Know What the Index Committee Is Thinking?

Hang Seng Indexes: Announcement Today; Updated Flows (Some Big Ones)

Equity Derivatives

<ul>
<li>This Insight analyses <a href="https://www.smartkarma.com/entities/xiaomi-corp" target="_blank" data-smartkarma-citation="entities:24409:1" rel="noopener">Xiaomi Corp (1810 HK)</a> tailor-made option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility context are provided.</li>
<li>These traders tailor structures to risk budgets and take calculated bets. Strategies are mostly bullish, and exclusively long volatility despite implied volatility in its 98th percentile.</li>
<li>Call spreads can indicate where bullish traders expect the rally, driven by its own momentum, to peak. One trade suggests a ceiling of 70 by mid-year. </li>
</ul>


This Insight analyses Xiaomi Corp (1810 HK) tailor-made option strategies traded over the last five trading days on the Hong Kong Exchange. Strategy highlights and volatility context are provided.
These traders tailor structures to risk budgets and take calculated bets. Strategies are mostly bullish, and exclusively long volatility despite implied volatility in its 98th percentile.
Call spreads can indicate where bullish traders expect the rally, driven by its own momentum, to peak. One trade suggests a ceiling of 70 by mid-year. 


Hang Seng China Enterprises Index (HSCEI INDEX)

Xiaomi (1810 HK) - Riding the Wave. How Option Traders Navigate. Top Trades Analyzed.