Hari P. Krishnan

I am an expert in global macro, volatility and systematic trading. Writing consolidates what I do know and reduces work-related existential angst. My goal is to solve important investment problems in a concrete yet relatively sophisticated way. While I admire the technical experts, the last thing I want to do is write the zillionth book on option pricing or cover material that everyone already has access to. Originality is very important to me, but obfuscation is NOT. I have tried to be as clear and direct as possible in the various papers I have written as well as in The Second Leg Down. I try to mix anecdotal evidence, statistical analysis and mathematical models in a way that gives the reader a relatively complete picture of the way the industry works (or perhaps should work). I also strive to keep the reader entertained while providing as much digestible content as I can. Here's an informal video that covers my approach to hedging: https://www.youtube.com/watch?v=0BRu2eS5-Lg&feature=youtu.be Thanks