Gå offline med appen Player FM !
Ep. 212: Nick Baltas on Mastering Systematic Strategies from Alpha to AI
Manage episode 413371450 series 2640191
Nick Baltas is a managing director and head of R&D, cross-asset delta-one and commodity systematic trading strategies at Goldman Sachs. Prior to joining Goldman Sachs in 2017, Nick was an executive director in the quantitative research unit of UBS. Previously, he was a lecturer in finance at Imperial College Business School, a visiting lecturer at Queen Mary University of London, as well as a risk manager in a London-based hedge fund. This podcast covers: difference between alpha, beta, smart beta and factors, difference between a good backtest vs true risk premia, why momentum makes money, and much more.
Follow us here for more amazing insights:
https://macrohive.com/home-prime/
258 episoder
Manage episode 413371450 series 2640191
Nick Baltas is a managing director and head of R&D, cross-asset delta-one and commodity systematic trading strategies at Goldman Sachs. Prior to joining Goldman Sachs in 2017, Nick was an executive director in the quantitative research unit of UBS. Previously, he was a lecturer in finance at Imperial College Business School, a visiting lecturer at Queen Mary University of London, as well as a risk manager in a London-based hedge fund. This podcast covers: difference between alpha, beta, smart beta and factors, difference between a good backtest vs true risk premia, why momentum makes money, and much more.
Follow us here for more amazing insights:
https://macrohive.com/home-prime/
258 episoder
Kaikki jaksot
×Välkommen till Player FM
Player FM scannar webben för högkvalitativa podcasts för dig att njuta av nu direkt. Den är den bästa podcast-appen och den fungerar med Android, Iphone och webben. Bli medlem för att synka prenumerationer mellan enheter.