What does Convexity Maven do?

The Convexity Maven is a financial-services firm founded and operated by Harley S. Bassman, known as “The Convexity Maven.” This one-person consultancy focuses on volatility, optionality, and convexity in financial markets, particularly regarding bonds and interest-rate risk. With over 35 years of experience in derivatives and macro-oriented investing, Bassman aims to translate complex macroeconomic ideas into actionable investment themes. The firm offers a variety of knowledge-based and advisory services, including macro and volatility research, education and training on derivatives, and thought leadership through articles and public speaking. The Convexity Maven serves sophisticated investors, portfolio managers, and financial professionals, providing insights into risk and optionality. Its educational content, including tutorials on convexity and volatility, is designed to enhance understanding among market participants. The firm also shares thematic research and commentary, extending its influence in the financial community.