48:54

EssentialThe Essential Conversation

Options for Extreme Volatility Mispricing

Featuring Nancy Davis

Jun 07, 2017 • 48 minutes

Essential

The Essential Conversation

Options for Extreme Volatility Mispricing

Options for Extreme Volatility Mispricing

543

47

Featuring Nancy Davis

Jun 07, 2017 • 48 minutes

Nancy Davis of Quadratic Asset Management is a master of option portfolio construction, implementing Quadratic’s entire portfolio with options and swaptions. With volatility at 23 year lows and risk assets at all time highs, Nancy is exploiting some wild mispricings and in conversation with Michael Green, she explains her unique strategies, blending quantitative tools and discretionary judgment, in a market dynamic that is both exciting and incredibly challenging. Filmed on May 25, 2017, in Las Vegas.

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The Essential Conversation is the world's premier financial-market-focused conversation series. The smartest people in markets, finance, economics, and business engage in deep-diving discussions about the global macro landscape, generating actionable takeaways that can help your decision-making process. Tune in to peer-to-peer conversations between the brightest minds in the investing world, and tune up your portfolio.

More Episodes

The Essential Conversation is the world's premier financial-market-focused conversation series. The smartest people in markets, finance, economics, and business engage in deep-diving discussions about the global macro landscape, generating actionable takeaways that can help your decision-making process. Tune in to peer-to-peer conversations between the brightest minds in the investing world, and tune up your portfolio.

More Episodes

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