Playing Interest Rate Volatility

Published on
June 27th, 2019
15 minutes

Playing Interest Rate Volatility

Trade Ideas ·
Featuring Nancy Davis and Raoul Pal

Published on: June 27th, 2019 • Duration: 15 minutes

Nancy Davis, founder and CIO of Quadratic Capital Management, introduces her new ETF that takes advantage of interest volatility and inflation expectations: IVOL. In this interview with Real Vision's co-founder & CEO Raoul Pal, Davis deconstructs the structure of the ETF, highlights the cost of carry associated with the strategy, and discusses her macro outlook and where she thinks the yield curve is headed next. Filmed on May 29, 2019.