Ep 58 Raise Your Average with Nancy Davis, Quadratic Capital Management LLC

Our deep dive conversation into hedging interest rate volatility and inflation, with Nancy Davis, Founder and Managing Director of Greenwich, Connecticut-based Quadratic Capital Management LLC. We discuss markets, interest rates and interest rate volatility, and the risk of inflation making a comeback, from the perspective of IVOL being a strategic portfolio diversifier as well as being opportunistically priced. Davis discusses the asymmetry of being long 'convexity,' a way of investing in interest rate volatility where the potential for return is disproportionately greater than the investment because the risk is mis-priced.