Market MOVEs with the Convexity Maven – Live with Harley Bassman

Published on
September 8th, 2020
63 minutes

The Macro Factors Driving the Market – Live with Mahmood Noorani

Market MOVEs with the Convexity Maven – Live with Harley Bassman

Live ·
Featuring Harley Bassman

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:



  • JS
    J S.
    15 September 2020 @ 18:55
    Outstanding. Please bringing back.
    • JS
      J S.
      15 September 2020 @ 18:56
      * bring him
  • MT
    Mark T.
    13 September 2020 @ 23:24
  • nw
    nicholas w.
    13 September 2020 @ 18:08
    Im getting Old, and its not doing my IQ any good....
  • mw
    michael w.
    11 September 2020 @ 03:21
    Charting goes far beyond the ATH. The elevated VIX is due to certain banks pumping the market using options.
  • PG
    Philippe G.
    10 September 2020 @ 16:50
    Plenty to digest and unpack, thanks! Any chance of making the transcript available please?!
    • MW
      Max W. | Real Vision
      10 September 2020 @ 17:46
      It should be up.
    • PG
      Philippe G.
      10 September 2020 @ 18:51
      Thanks Max!
  • MD
    Matt D.
    10 September 2020 @ 04:43
    Excellent Max, loved this interview, and was impressed with Harley. Extremely insightful and knowledgeable. Curious - I couldn't make out what he says is our current "crypto" currency now (about 3mins to go) - I am guessing he means debt? He makes a simple strong point which has been one of my negatives for the space (crypto currencies, not DeFi). Really rate this interview highly. Thanks.
  • SL
    Steven L.
    10 September 2020 @ 00:23
    Wow, what an amazing depth of knowledge and ability to inform. Harley is a true Master. In-depth perspective on risk, bonds, options, volatility, interest rates literally on the fly. Max well constructed interview!
  • TM
    Tyler M.
    9 September 2020 @ 23:07
    Good job, Max!
    • DS
      David S.
      9 September 2020 @ 23:44
      Agreed. Thumbs up Mr. Wiethe. DLS
    • JF
      Jack F. | Real Vision
      9 September 2020 @ 23:56
      I agree! A great interview with a great guest.
  • DS
    David S.
    9 September 2020 @ 23:44
    Excellent interview. Mr. Bassman is so knowledgeable and willing to help everyone. In my case I know I do not know enough to benefit from Mr. Bassman's trades. Mr. Bassman is helpful to me when he makes general statements like sizing is more important than entry level. I understand convexity, but his examples make it easier to remember while thinking about a trade. Thanks. DLS
  • HM
    Hazvinei M.
    9 September 2020 @ 22:27
    Great video. No discussion of the Dec 2022 SPY trade, buy 340 Call sell 250 Put? What a return on that one, even with the current pullback.