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

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>AS51 tested prior highs but failed to secure a decisive close, keeping the broader breakout narrative in check for the time being.</li>
<li>Index gains were supported by constructive breadth and contained downside sessions throughout the week.</li>
<li>Currency strength in $AUDUSD and $AUDJPY coincided with equity markets approaching notable technical levels.</li>
</ul>


AS51 tested prior highs but failed to secure a decisive close, keeping the broader breakout narrative in check for the time being.
Index gains were supported by constructive breadth and contained downside sessions throughout the week.
Currency strength in $AUDUSD and $AUDJPY coincided with equity markets approaching notable technical levels.


Australia Single Stock Options (Feb 16–20): AS51 Tests Highs, AUD Strength Draws Attention

S&P/ASX 200

Australia Single Stock Options (Feb 16–20): AS51 Tests Highs, AUD Strength Draws Attention