Short Volatility: The Keg Looking for a Spark
Featuring Chris Cole, Harley Bassman, Mike Green
Published on: July 6th, 2018 • Duration: 68 minutesMike 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.