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

Macro Vol Monthly - March:  Weakness Could Continue into Mid-March

Kospi Index Options Weekly (Feb 17 – 21): Hedge Considerations as Rally Stalls at 350

Clifton Derivatives

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

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Kospi records one of its five largest declines of the past year on Friday.</li>
<li>Volatility responded sharply to the accelerating selloff, closely tracking the market’s downward momentum.</li>
<li>With the sharp decline and surge in implied volatility, hedging considerations are explored.</li>
</ul>


Kospi records one of its five largest declines of the past year on Friday.
Volatility responded sharply to the accelerating selloff, closely tracking the market’s downward momentum.
With the sharp decline and surge in implied volatility, hedging considerations are explored.


Kospi Index Options Weekly (Feb 24 – 28): Decline Accelerates Through 350