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

Market Sell-Off (Oct 10): How Asian Index ETFs Responded to Market Slide

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Hong Kong equities erased last week’s gains, with further losses on Monday likely after Trump’s social media post Friday morning.</li>
<li>Weakness was not widespread, though there was a sharp reversal in breadth week over week.</li>
<li>Option volumes and ratios suggest there’s little concern in the market at this point.</li>
</ul>


Hong Kong equities erased last week’s gains, with further losses on Monday likely after Trump’s social media post Friday morning.
Weakness was not widespread, though there was a sharp reversal in breadth week over week.
Option volumes and ratios suggest there’s little concern in the market at this point.


Semiconductor Manufacturing International Corp (SMIC) (981 HK)

Semiconductor Manufacturing International Corp (SMIC)

Hong Kong Single Stock Options Weekly (Oct 06 – 10): Options Calm But Stormy Seas Ahead

Hang Seng Index

Hong Kong Single Stock Options Weekly (Oct 06 – 10): Options Calm But Stormy Seas Ahead