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

Gold: Reviewing Five Decades of Bull Markets Against an Overextended Backdrop

Gold Part 2: Implied Volatility Dynamics Offer Insight into the Tone of This Bull Market

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>After an extraordinary run, SLV’s pullback appears orderly as implied volatility cools yet remains high by historical standards.</li>
<li>We examine how this bull market in Silver compares with previous bull market spanning 50 years.</li>
<li>We also look at market participation to identify what’s been driving the recent price action.</li>
</ul>


After an extraordinary run, SLV’s pullback appears orderly as implied volatility cools yet remains high by historical standards.
We examine how this bull market in Silver compares with previous bull market spanning 50 years.
We also look at market participation to identify what’s been driving the recent price action.


Silver: A Fifty-Year Perspective on Bull Markets and Sizing Up the Recent Correction