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 (Feb 24-28): Volatility Increases as Rally Reverses

HSCEI Index Options Weekly (Feb 24-28): Shifting Sentiment

Nikkei Index Options Weekly (Feb 24 – 28): The Range Breaks

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Monthly deep-dive into price and vol metrics across Asian indexes as well as macro assets.</li>
<li>Provides an in-depth look at the current state of the markets as well as how volatility and price are likely to unfold for March.</li>
<li>HSI, Nifty, SP500, SPASX200 and Gold are all highlighted as having tradeable patterns in March.</li>
</ul>


Monthly deep-dive into price and vol metrics across Asian indexes as well as macro assets.
Provides an in-depth look at the current state of the markets as well as how volatility and price are likely to unfold for March.
HSI, Nifty, SP500, SPASX200 and Gold are all highlighted as having tradeable patterns in March.


Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

Macro Vol Monthly - March:  Weakness Could Continue into Mid-March

Hang Seng Index

Macro Vol Monthly - March: Weakness Could Continue into Mid-March