Short Volatility: The Keg Looking for a Spark

Published on
July 6th, 2018
Duration
68 minutes


Short Volatility: The Keg Looking for a Spark

The Interview ·
Featuring Christopher Cole, Harley Bassman, Michael Green

Published on: July 6th, 2018 • Duration: 68 minutes

Mike Green returns to tackle one of his favorite topics with two titans of the volatility world: equity specialist Chris Cole of Artemis Capital and "Mr. Convexity," Harley Bassman, who invented the fixed income volatility index. The three dissect February's "volmaggedon," and debate whether this was merely the appetizer for a much larger event. Filmed at the Global EQD 2018 Conference in the Wynn Las Vegas on May 23, 2018.

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