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

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Kospi takes a breather this week after last Friday’s sell-off to trade in a narrow range.</li>
<li>Short-Term volatility eases in trade shortened week pulling implied vol down.</li>
<li>We highlight the dynamic between implied and historic volatility and discuss whether long or short volatility strategies have been the most effective this year.</li>
</ul>


Kospi takes a breather this week after last Friday’s sell-off to trade in a narrow range.
Short-Term volatility eases in trade shortened week pulling implied vol down.
We highlight the dynamic between implied and historic volatility and discuss whether long or short volatility strategies have been the most effective this year.


Kospi Index Options Weekly (Mar 04 – 07): Market Stabilizes After Sharp Drop