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Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)

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Manage episode 391726873 series 2952260
Content provided by Corey Hoffstein. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Corey Hoffstein or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

In this episode I speak with Nick Baltas, Managing Director at Goldman Sachs and head of cross-asset delta one, commodity, and stocks strategies R&D and Structuring.

There are three major discussion points in this episode. First, we discuss how Nick thinks about using the broad palette of systematic strategies he has at his disposal to solve the problems of asset owners.

Second, we discuss Nick’s research on cross-asset skewness. Less commonly discussed among multi-asset strategies, Nick wrote one of the preeminent papers on the topic and provides considerable insight into the nuance of implementing a skewness strategy.

Finally, Nick shares his thoughts on building multi-strategy portfolios, both in theory as well as with respect to meeting client needs.

I hope you enjoy my conversation with Nick Baltas.

  continue reading

103 episodes

Artwork
iconShare
 
Manage episode 391726873 series 2952260
Content provided by Corey Hoffstein. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Corey Hoffstein or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

In this episode I speak with Nick Baltas, Managing Director at Goldman Sachs and head of cross-asset delta one, commodity, and stocks strategies R&D and Structuring.

There are three major discussion points in this episode. First, we discuss how Nick thinks about using the broad palette of systematic strategies he has at his disposal to solve the problems of asset owners.

Second, we discuss Nick’s research on cross-asset skewness. Less commonly discussed among multi-asset strategies, Nick wrote one of the preeminent papers on the topic and provides considerable insight into the nuance of implementing a skewness strategy.

Finally, Nick shares his thoughts on building multi-strategy portfolios, both in theory as well as with respect to meeting client needs.

I hope you enjoy my conversation with Nick Baltas.

  continue reading

103 episodes

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