Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Ex-Portfolio Manager with over 25 years of derivatives experience across products and geographies. Specializing in all things Vol - Relative Value volatility trading, Cross-Asset volatility strategies and event handicapping and trading. Develops own proprietary trading tools and analysis.  
Previously: Options Specialist and Market Maker at BMO, Managing Director Global Equity Derivatives at TDS. Most recently, Portfolio Manager of volatility portfolio at Polar Aset Management Partners (> $USD 7 billion multi-strategy hedge fund) focusing on cross-asset relative value volatility and derivative fund overlays.

Equity Derivatives and Volatility Specialist

HSI Index Options Weekly (Apr 07–11): Vol Shifts and Early Signs of USD Toxicity

HSCEI Index Options Weekly (Apr 7-11): Vol Reset, Skew Reprices, and 8,000 Strike in Focus

Hong Kong Single Stock Options Weekly (Apr 07–11): Vol Spikes, Breadth Cracks & ETF Activity Surges

USA Against ROW: Trends in Global Market Leadership

Global Markets: Why This Sell-Off Is Different and What It Signals

HSI Outpaces SPX — Structural Break or Head Fake? Strategies for Hedging

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

Equity Derivatives

<ul>
<li>We revisit key cross-asset signals as traditional safe havens fail to respond in familiar ways.</li>
<li>The past 8 days have delivered a combination of asset moves with few, if any,  historical parallels.</li>
<li>With trust in U.S. safe haven assets under pressure, we explore emerging themes and ramifications.</li>
</ul>


We revisit key cross-asset signals as traditional safe havens fail to respond in familiar ways.
The past 8 days have delivered a combination of asset moves with few, if any,  historical parallels.
With trust in U.S. safe haven assets under pressure, we explore emerging themes and ramifications.


Global Markets: Why This Sell-Off Is Different. UPDATE

S&P 500 INDEX

Global Markets: Why This Sell-Off Is Different. UPDATE