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

HK Connect SOUTHBOUND Flows (To 24 Jan 2025); Again Big Net Buying by SB, Again on Tech

Japan Banks - Near End of Negative Rates BOJ, Deposits with BOJ to See Big Yield Rise, Not Only JGBs

HK Connect SOUTHBOUND Flows (To 17 Jan 2025); Again Big Net Buying by SB, Again on Tech

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Information technology very strong with AAC Tech, Sunny Optical, Kingdee Int’l and Byd Elec all posting &gt; 10% weekly gains.</li>
<li>Gains were positive with helpful seasonals but not as widespread as last week with fewer singles stocks and Sectors participating in the rally.</li>
<li>China Vanke has big increase in option trading, in particular Calls, with implied vols also rising. </li>
</ul>


Information technology very strong with AAC Tech, Sunny Optical, Kingdee Int’l and Byd Elec all posting &gt; 10% weekly gains.
Gains were positive with helpful seasonals but not as widespread as last week with fewer singles stocks and Sectors participating in the rally.
China Vanke has big increase in option trading, in particular Calls, with implied vols also rising. 


Semiconductor Manufacturing International Corp (SMIC) (981 HK)

Semiconductor Manufacturing International Corp (SMIC)

EQD | Hong Kong Single Stock Options Weekly (January 20 – 24): Rally Continues on Less Participation

Tencent

EQD | Hong Kong Single Stock Options Weekly (January 20 – 24): Rally Continues on Less Participation