Hari Krishnan

Hari Krishnan

Formal First Name

Hari Krishnan is Head of Volatility Strategies at SCT Capital Management, a recognized leader in the development of systematic and quantitative trading strategies. He manages all options-based strategies for SCT and serves as a member of the firm's research team applying machine learning to the capital markets. Krishnan is a seasoned fund manager who has been managing long volatility strategies since 2007. He combines systematic macro, managed futures, and options trading experience in a continued search for new strategies, concepts, and ideas. He was formerly a portfolio manager at Doherty Advisors in New York, a fund manager at CrossBorder Capital in London, an executive director at Morgan Stanley focused on asset allocation, and an options trading strategist for a market-making firm at the CBOE. Krishnan is also the author of The Second Leg Down and lead author of Market Tremors.

Professional Experience

Academic History


  • Krishnan is also a renowned author who blends anecdotal evidence, statistical analysis, and mathematical models to give a relatively complete picture of the way the industry works.

  • He has expertise in macro investing, constructing efficient hedging overlays, and engineering high conviction views into structures with high convexity and low carry costs.