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

HSCEI Index Options Weekly (March 10-14): A Tactical Hedge as Relative Outperformance Continues

Hong Kong Single Stock Options Weekly (March 10 – 14): Sentiment Shifts, Option Volumes Cool

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>We look into whether long or short volatility strategies on the HSI have been the most effective.</li>
<li>Implied volatility remained under pressure as muted trading and weak price action weighed on implied volatility.</li>
<li>Despite finishing lower, HSI remained a strong relative performer among global indexes, particularly against SPX.</li>
</ul>


We look into whether long or short volatility strategies on the HSI have been the most effective.
Implied volatility remained under pressure as muted trading and weak price action weighed on implied volatility.
Despite finishing lower, HSI remained a strong relative performer among global indexes, particularly against SPX.


HSI Index Options Weekly (March 10-14): Flat Week but Still and Strong Relative Performer

Hang Seng Index

HSI Index Options Weekly (March 10-14): Flat Week but Still and Strong Relative Performer