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

NIFTY Poised to Reignite Its Uptrend, But Faces Short-Term Obstacles

NIFTY Set for a Modest Rally from Current Lows

EQD | February Macro Vol Roadmap – Stay Alert to Trend Change in 2nd Half of Month

EQD | Nifty Index Options Weekly (Jan 24 – 31): Second Longest Decline Since 2007

EQD | Asia January Vol Roadmap:    Outsized Moves, Outsized Volatility

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Nifty mired in long downtrend with unfavorable seasonals directly ahead.</li>
<li>Weak price action, with all 5 days trading lower pulls implied vols higher by 1.5 points.</li>
<li>We examine the poor seasonal performance heading into the end of the month and recommend a tactical hedge.</li>
</ul>


Nifty mired in long downtrend with unfavorable seasonals directly ahead.
Weak price action, with all 5 days trading lower pulls implied vols higher by 1.5 points.
We examine the poor seasonal performance heading into the end of the month and recommend a tactical hedge.


EQD | Nifty Index Options Weekly (February 10 – 14): Tactical Hedge into Weak Seasonals

NIFTY Index

EQD | Nifty Index Options Weekly (February 10 – 14): Tactical Hedge into Weak Seasonals