Nick Baltas, managing director at Goldman Sachs, discusses using systematic strategies to solve asset owner problems, his research on cross-asset skewness and implementing a skewness strategy. He also shares insights on building multi-strategy portfolios and meeting client needs.

Nick Baltas, Managing Director at Goldman Sachs, discusses alpha, beta, smart beta, and factors. He highlights the importance of good backtests, momentum strategies, and the potential of AI in systematic trading. The podcast also covers investment advice for young professionals and influential books on finance and management.

Nick Baltas, an expert in systematic investing, shares insightful perspectives on the evolving landscape of asset allocation. He discusses the implications of rising interest rates and inflation on traditional portfolios, questioning their long-term viability. The conversation dives into the merits of trend-following strategies amid market volatility and emphasizes the importance of risk management and understanding correlation during downturns. Ultimately, Baltas invites listeners to rethink their investment strategies, advocating for a more adaptive approach to asset allocation.

Expert in trading signal direction and portfolio construction, Nick Baltas talks about trend following, risk allocation, and equity momentum. He explains why trend followers might be considered the 'unwanted guests at the party' and the importance of allocating risk to where opportunity lies. The discussion delves into signal direction versus signal strength in portfolio construction and the power of trend following as a risk allocation tool.

Nick Baltas discusses CTAs' negative crisis beta and hidden market timing skills with Alan Dunne. They explore trend-following programs, volatility levels, constructing carry strategies, and the impact of equity exposure in crisis situations. The podcast delves into market timing, downside protection, and optimizing portfolio design with trend following and carry strategies.

Nick Baltas, an investment strategy expert, discusses the shifting tides of investment strategy and the evolving dynamic between equities and bonds. They explore the historical correlation between these asset classes and the impact of inflation on asset allocation. They also touch on topics such as trend following strategies, hedge fund behavior, and the concept of network momentum across different asset classes.

Guest: Nick Baltas, expert in volatility scaling and accelerators in trend following systems. The podcast dives into the use of volatility scaling and accelerators in trend following systems. They discuss research papers on trend following CTAs, timing trend following performance, settling with 'good enough' performance, and the future of the 60/40 portfolio.

Nick Baltas, a trend following expert, joins the discussion to dissect recent market rotations and their effects on trading strategies. He explains how trend followers adapted early to July's shifts and analyzes the consequences of abandoning short fixed income trades. The conversation reveals how investor perceptions of trend following have evolved and stresses that there’s no one-size-fits-all strategy. Baltas also delves into the changing landscape of risk management in trend following, drawing parallels to past market events.

Goldman Sachs's Nick Baltas discusses factor regression for managed futures, trend following outlook, optimal portfolio construction, timing investments, trading alternative markets, and more in a deep dive into trend following battles and strategies.

Nick Baltas, expert in non-trend strategies, discusses the rationale for carry risk premia, the implementation of carry alongside trend following, and the construction of reversion strategies. The podcast also explores the impact of higher bond yields on investment strategies and the concept of a 'sea change' in the investing environment.