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

Nikkei 225 Outlook After the Mar25 Rebalance

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

<ul>
<li>We assess the effectiveness of short volatility versus long volatility positioning.</li>
<li>Nikkei’s performance relative to SPX is analyzed across three distinct time frames.</li>
<li>Volatility remained muted ahead of next week’s Bank of Japan meeting, while option volumes increased week over week.</li>
</ul>


We assess the effectiveness of short volatility versus long volatility positioning.
Nikkei’s performance relative to SPX is analyzed across three distinct time frames.
Volatility remained muted ahead of next week’s Bank of Japan meeting, while option volumes increased week over week.


Nikkei Index Options Weekly (Mar 10–14): Assessing Long Vs. Short Vol Strategies & Returns Vs. SPX