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

USA Against ROW: Trends in Global Market Leadership

HSI Index Options Weekly (March 03-07): Alibaba’s Breakout and Policy Support Boost HSI

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>Kospi’s price action was concentrated in just two days, with the rest of the week marked by quiet trading.</li>
<li>We examine Kospi’s performance relative to SPX within the broader global index landscape. .</li>
<li>A word of caution on long volatility positions as current implied vol levels come into focus.</li>
</ul>


Kospi’s price action was concentrated in just two days, with the rest of the week marked by quiet trading.
We examine Kospi’s performance relative to SPX within the broader global index landscape. .
A word of caution on long volatility positions as current implied vol levels come into focus.


Kospi Index Options Weekly (Mar 10 – 14): Relative Strength and Volatility Trends in Focus