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Ep. 212: Nick Baltas on Mastering Systematic Strategies from Alpha to AI

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Manage episode 413371450 series 2640191
内容由Bilal Hafeez提供。所有播客内容(包括剧集、图形和播客描述)均由 Bilal Hafeez 或其播客平台合作伙伴直接上传和提供。如果您认为有人在未经您许可的情况下使用您的受版权保护的作品,您可以按照此处概述的流程进行操作https://zh.player.fm/legal

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/

https://twitter.com/Macro_Hive

https://www.linkedin.com/company/macro-hive

  continue reading

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Artwork
icon分享
 
Manage episode 413371450 series 2640191
内容由Bilal Hafeez提供。所有播客内容(包括剧集、图形和播客描述)均由 Bilal Hafeez 或其播客平台合作伙伴直接上传和提供。如果您认为有人在未经您许可的情况下使用您的受版权保护的作品,您可以按照此处概述的流程进行操作https://zh.player.fm/legal

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/

https://twitter.com/Macro_Hive

https://www.linkedin.com/company/macro-hive

  continue reading

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