Jun 17 2024 40 mins 3
Submit your questions! Email: [email protected]
For more educational resources, check out the Alpha Architect blog.
https://www.alphaarchitect.com/subscribe
Follow us on X:
Wes Gray, PhD: https://x.com/alphaarchitect
Jack Vogel, PhD: https://x.com/jvogs02
Ryan Kirlin: https://x.com/RyanPKirlin
Jose Ordoñez Jr: https://x.com/JOrdonezJr
Welcome to the Alpha Architect Round Up. Every month the Alpha Architect crew gets together and talks financial trends and news with an evidence-based outlook. This month we talk about Roaring Kitty and market sentiment, factor concentration vs. diversification, taxable investing, managed futures, emerging markets, asset class rotation, risk parity and much more!
0:00 - Intro
0:44- Roaring Kitty is Back!
5:20 - Investor FOMO & Momentum
10:17 - Factor Concentration
18:00 - Taxable Investing
20:01 - Managed Futures & Emerging Markets
30:30 - Asset Class Rotation
34:23 - 🐓
35:00 - Risk Parity
39:32 - Outro
Resources Mentioned:
Turan G. Bali, Nusret Cakici, and Robert F. Whitelaw,
"Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns"
Journal of Financial Economics (2011)
https://pages.stern.nyu.edu/~rwhitela/papers/max%20jfe11.pdf
Frog-in-the-Pan Momentum Investing with Jack Vogel: https://www.youtube.com/watch?v=n2y5oZZlZoA&t=0s
Disclosures: https://alphaarchitect.com/disclosures.
For more educational resources, check out the Alpha Architect blog.
https://www.alphaarchitect.com/subscribe
Follow us on X:
Wes Gray, PhD: https://x.com/alphaarchitect
Jack Vogel, PhD: https://x.com/jvogs02
Ryan Kirlin: https://x.com/RyanPKirlin
Jose Ordoñez Jr: https://x.com/JOrdonezJr
Welcome to the Alpha Architect Round Up. Every month the Alpha Architect crew gets together and talks financial trends and news with an evidence-based outlook. This month we talk about Roaring Kitty and market sentiment, factor concentration vs. diversification, taxable investing, managed futures, emerging markets, asset class rotation, risk parity and much more!
0:00 - Intro
0:44- Roaring Kitty is Back!
5:20 - Investor FOMO & Momentum
10:17 - Factor Concentration
18:00 - Taxable Investing
20:01 - Managed Futures & Emerging Markets
30:30 - Asset Class Rotation
34:23 - 🐓
35:00 - Risk Parity
39:32 - Outro
Resources Mentioned:
Turan G. Bali, Nusret Cakici, and Robert F. Whitelaw,
"Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns"
Journal of Financial Economics (2011)
https://pages.stern.nyu.edu/~rwhitela/papers/max%20jfe11.pdf
Frog-in-the-Pan Momentum Investing with Jack Vogel: https://www.youtube.com/watch?v=n2y5oZZlZoA&t=0s
Disclosures: https://alphaarchitect.com/disclosures.
