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>Confusion from the Pentagon as high profile names added to, then swiftly removed from, 1260H list.</li>
<li>A quiet week at the headline level masked constructive breadth and notable moves beneath the surface.</li>
<li>Single stock options volumes continued to decline alongside directionless activity at the index level.</li>
</ul>


Confusion from the Pentagon as high profile names added to, then swiftly removed from, 1260H list.
A quiet week at the headline level masked constructive breadth and notable moves beneath the surface.
Single stock options volumes continued to decline alongside directionless activity at the index level.


Hong Kong Single Stock Options Weekly (Feb 09 – 13): 1260H Whipsaw in Baba, Baidu and BYD

Hang Seng Index

Hong Kong Single Stock Options Weekly (Feb 09 – 13): 1260H Whipsaw in Baba, Baidu and BYD