Playing Interest Rate Volatility

Jun 27, 2019 • Duration: 00:14:08 • Topic: VIX, MOVE Index, Trading, US Treasuries, Treasuries, Inflation, Yield Curve, ETF, Nancy Davis, Macro, Quadratic Capital Management, Fed, Federal Reserve, IVOL, Interest Rates, Raoul Pal, Monetary policy

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.

Guest Name

Nancy Davis and Raoul Pal

Anchor Name

Raoul Pal

Keywords Name

VIX, MOVE Index, Trading, US Treasuries, Treasuries, Inflation, Yield Curve, ETF, Nancy Davis, Macro, Quadratic Capital Management, Fed, Federal Reserve, IVOL, Interest Rates, Raoul Pal, Monetary policy

Show Name

Trade Ideas