Hari Krishnan
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.
Hari Krishnan Professional Experience / Academic History
Professional Experience
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Head of Volatility Strategies
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Fund Manager
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Executive Director
Academic History
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Postdoctoral Research Scientist
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Ph.D., Applied Mathematics
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B.A., Mathematics
EXPERTISE
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.
EARLY CAREER
As a Senior Economist at the Chicago Board of Trade, he simulated changes to price distributions for various interest rate futures contracts.
He was a Consultant at Carr Global Advisors with focus on weather prediction model validations.
At Morgan Stanley, he developed various factor models to incorporate traditional assets, hedge funds, and private equity into a coordinated risk framework.
He focused on volatility and systematic currency strategies as a Fund Manager at CrossBorder Capital.
MEDIA
He has appeared in Blockworks and Real Vision, among others.