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

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

USA Against ROW: Trends in Global Market Leadership

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

Clifton Derivatives

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

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Price action was volatile this week, marked by two large moves and a notable pickup in vol of vol.</li>
<li>We examine the material steepening of skew observed over the course of the week.</li>
<li>USD/KRW broke its recent range, reinforcing signs that USD assets may be losing their traditional flight to quality appeal.</li>
</ul>


Price action was volatile this week, marked by two large moves and a notable pickup in vol of vol.
We examine the material steepening of skew observed over the course of the week.
USD/KRW broke its recent range, reinforcing signs that USD assets may be losing their traditional flight to quality appeal.


Kospi Index Options Weekly (Apr 07 – 11):  Skew Shifts Steepens and Positioning Signals