Offsetting Interest Rate Risk with Options and Long Vol

Published on
September 7th, 2021
Duration
46 minutes


Offsetting Interest Rate Risk with Options and Long Vol

The Larry McDonald Series ·
Featuring Nancy Davis and Larry McDonald

Published on: September 7th, 2021 • Duration: 46 minutes

After over a decade of massive deflationary forces, the tides may be turning as various demographic and political factors align. How can fixed income investors hedge against inflation and interest rate risk? Nancy Davis, CIO of Quadratic Capital, shares her insights with Larry McDonald, New York Times best selling author and founder of The Bear Traps Report, by examining the inadequacies of existing measures of inflation and how her IVOL ETF implements optionality and long volatility to mitigate potential drawdowns in fixed income investments. Filmed on August 25, 2021.