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1 Family Secrets: Chris Pratt & Millie Bobby Brown Share Stories From Set 22:08
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/
260 つのエピソード
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/
260 つのエピソード
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