Robert Krause

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Robert P. Krause
Robert Krause.gif
Occupation Chairman, CEO
Employer The Volatility Exchange
Location Greater New York City area

Robert Krause is New York-based derivatives industry professional. He is the founder and CEO of RealDay Options Corp., a design and product development company specializing in listed derivative instruments.

Krause is also the managing principal of Hedge Fund Due Diligence Exchange, which does forensic-quality due diligence on hedge funds.

He was the founder, Chairman, and CEO of The Volatility Exchange (VolX). He is the inventor of the RealVol futures contract, a financial instrument based on the actual realized volatility of the underlying asset during a set time period.[1]

The first exchange traded product based on Krause's RealVol futures began trading on February 7, 2011. CME Group, in a licensing agreement with VolX, began listing 1- and 3- month FX RealVol futures on CME's Euro Currency futures. [2]


In his 25 years in the derivatives industry, Mr. Krause has worked for several well-respected firms, including Zurich Capital Markets, Mitsui Commodities, and Morgan Stanley. Prior to founding the Volatility Exchange, Krause was the Managing Partner and Chief Risk Officer for Event Capital Markets, a firm he founded performing independent due diligence on a myriad of alternative investment managers. He has also worked as trainer and educator of instituional derivatives, editor-in-chief of a quantitative research magazine, and as a commodity trading advisor.

In addition, Krause spent several years with the Chicago Mercantile Exchange as the manager of option products marketing, and as marketing director for Globex. While in this capacity, he wrote The Volatility Handbook and CME Futures and Options Strategy Guide.[3]


Krause received a B.S. in Economics in 1985 from the University of Illinois at Chicago.[4]


  1. Robert Krause bio. VolX.
  2. CME Group Licenses FX VolContracts™ from The Volatility Exchange. CME Group.
  3. Robert Krause bio. VolX.
  4. Robert Krause. LinkedIn.