Published on: September 8th, 2020 • Duration: 63 minutes
Harley Bassman is well known as the inventor of the MOVE index, the treasury volatility cousin of the VIX. Since he has “retired” he has continued to make a name for himself giving away decades of accrued wisdom for free on his blog The Convexity Maven. At a time when markets are selling-off hard and fast, just a few weeks ago we had equity volatility rising along with spot prices, and factors like presidential elections and Fed policy have never been as important, it feels like the perfect moment to have the Convexity Maven himself walk us through how he is making sense of the madness. As well, host Max Wiethe will field your questions and a few special guest questions from today’s Essential Tier contributor, Matt Rowe. Bassman has prepared a selection of slides that can be found here: https://rvtv.io/3hbol1e.