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Chris Miller – Inside the Mechanics of Volatility Trading

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Manage episode 518728119 series 3564957
Content provided by Vincent Weber. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Vincent Weber 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://podcastplayer.com/legal.

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In this two-part special of Resonanz Spotlight, Vincent sits down with Chris Miller and Nick Baltas from Goldman Sachs’ Systematic Trading Strategies team to explore how option-based investing has evolved — and where it’s heading next.

In Part 1, Chris Miller, Head of Equity Volatility and Derivatives Products, walks us through the transformation of volatility markets — from the explosion of 0DTE trading to what it really takes to design systematic volatility strategies that work in practice.

In Part 2, Nick Baltas, Head of Cross-Asset Systematic Strategies, takes us a step further, showing how these volatility signals fit into a broader portfolio. We discuss how correlations shift, how weighting schemes evolve, and how systematic portfolios are built to last through different market regimes.

Both episodes go beyond the headlines — it’s an honest, technical, and forward-looking conversation with two of the best minds in the field.

  continue reading

22 episodes

Artwork
iconShare
 
Manage episode 518728119 series 3564957
Content provided by Vincent Weber. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Vincent Weber 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://podcastplayer.com/legal.

Send us a text

In this two-part special of Resonanz Spotlight, Vincent sits down with Chris Miller and Nick Baltas from Goldman Sachs’ Systematic Trading Strategies team to explore how option-based investing has evolved — and where it’s heading next.

In Part 1, Chris Miller, Head of Equity Volatility and Derivatives Products, walks us through the transformation of volatility markets — from the explosion of 0DTE trading to what it really takes to design systematic volatility strategies that work in practice.

In Part 2, Nick Baltas, Head of Cross-Asset Systematic Strategies, takes us a step further, showing how these volatility signals fit into a broader portfolio. We discuss how correlations shift, how weighting schemes evolve, and how systematic portfolios are built to last through different market regimes.

Both episodes go beyond the headlines — it’s an honest, technical, and forward-looking conversation with two of the best minds in the field.

  continue reading

22 episodes

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