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 (Mar 31-Apr 03): Global Meltdown, What to Expect on Monday

Nikkei Index Options Weekly Mar 31 – Apr 04): Volatility Elevated, Put Demand Surges

Kospi Index Options Weekly (Mar 31 – Apr 4): Rising Vol, Local and Global Political Undercurrents

USA Against ROW: Trends in Global Market Leadership

HSI Outpaces SPX — Structural Break or Head Fake? Strategies for Hedging

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>The SP500 and DXY both dropped yesterday—historically an unusual development.</li>
<li>We examine the SP500-DXY relationship alongside long-term shifts in capital flow and what this could mean for global markets vs SP500.</li>
<li>A distinct performance trend that began in 2009 may now be in the process of reversing.</li>
</ul>


The SP500 and DXY both dropped yesterday—historically an unusual development.
We examine the SP500-DXY relationship alongside long-term shifts in capital flow and what this could mean for global markets vs SP500.
A distinct performance trend that began in 2009 may now be in the process of reversing.


Global Markets: Why This Sell-Off Is Different and What It Signals

S&P 500 INDEX

Global Markets: Why This Sell-Off Is Different and What It Signals