Nick Baltas

Nick Baltas is a quantitative researcher who has held senior positions at Man Group and Goldman Sachs Asset Management, specializing in systematic multi-asset strategies and factor investing. His academic research focuses on cross-asset momentum and trend following, combining rigorous statistical analysis with practical portfolio construction considerations. His papers on momentum strategies across asset classes, the sources of alternative risk premia, and the application of machine learning to systematic trading have been published in leading finance journals and have influenced both academic research and practitioner approaches. His work demonstrates the productive exchange between academic finance theory and systematic investment practice that characterizes the best quantitative research.