Using the Yield Curve to Forecast Volatility

Published on
June 18th, 2019
Duration
58 minutes

Using the Yield Curve to Forecast Volatility

Skin In The Game ·
Featuring Harley Bassman and Michael Green

Published on: June 18th, 2019 • Duration: 58 minutes

Harley Bassman, founder of The Convexity Maven and inventor of the MOVE Index, sits down with Mike Green of Thiel Macro to talk volatility, MMT, and Bassman’s strategy for structuring his trades. In this no-holds-barred interview, Bassman also speaks to several indicators he’s using to determine when the volatility tide will turn. Filmed on May 22, 2019 at the EQDerivatives conference in Las Vegas.

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