Jul 15 2024 51 mins 5
Submit your questions! Email: [email protected]
For more educational resources, check out the Alpha Architect blog.
www.alphaarchitect.com/subscribe
Long-Only Value Investing: Does Size Matter? by Jack Vogel: alphaarchitect.com/wp-content/uplo…ueInvesting.pdf
Should You Combine Value and Momentum? with Ryan Kirlin: www.youtube.com/watch?v=IwrYP1AaSF0
Follow us on X:
Wes Gray, PhD: x.com/alphaarchitect
Jack Vogel, PhD: x.com/jvogs02
Ryan Kirlin: x.com/RyanPKirlin
Jose Ordoñez Jr: 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 tracking error pain, personal finance topics such as home ownership and home ownership, as well as investing opportunities in crypto, dividend, covered calls ETFs and AI. Lastly, we answer questions about trend following, tail hedging and the size premium.
0:00 - Intro
0:32 - Tracking Error Pain
12:42 - Crypto
16:33 - Home Ownership in Today's Market
19:18 - Work From Home
23:45 - Budgeting
28:47 - Dividend Investing
32:28 - Covered Calls
34:16 - AI
42:14 - Is Trend Following a Risk Premium?
45:10 - Is Tail Hedging Rational?
47:48 - Does Size Matter?
50:55 - Outro
Resources Mentioned:
Tail Risk Hedging: Contrasting Put and Trend Strategies by Anti Ilmanen, Ashwin Thapar, Harsha Tummala and Daniel Villalon: www.aqr.com/Insights/Research/W…nd-Trend-Strategies
Fact, Fiction, and the Size Effect by Tobias J. Moskowitz: www.aqr.com/Insights/Research/J…and-the-Size-Effect
For more educational resources, check out the Alpha Architect blog.
www.alphaarchitect.com/subscribe
Long-Only Value Investing: Does Size Matter? by Jack Vogel: alphaarchitect.com/wp-content/uplo…ueInvesting.pdf
Should You Combine Value and Momentum? with Ryan Kirlin: www.youtube.com/watch?v=IwrYP1AaSF0
Follow us on X:
Wes Gray, PhD: x.com/alphaarchitect
Jack Vogel, PhD: x.com/jvogs02
Ryan Kirlin: x.com/RyanPKirlin
Jose Ordoñez Jr: 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 tracking error pain, personal finance topics such as home ownership and home ownership, as well as investing opportunities in crypto, dividend, covered calls ETFs and AI. Lastly, we answer questions about trend following, tail hedging and the size premium.
0:00 - Intro
0:32 - Tracking Error Pain
12:42 - Crypto
16:33 - Home Ownership in Today's Market
19:18 - Work From Home
23:45 - Budgeting
28:47 - Dividend Investing
32:28 - Covered Calls
34:16 - AI
42:14 - Is Trend Following a Risk Premium?
45:10 - Is Tail Hedging Rational?
47:48 - Does Size Matter?
50:55 - Outro
Resources Mentioned:
Tail Risk Hedging: Contrasting Put and Trend Strategies by Anti Ilmanen, Ashwin Thapar, Harsha Tummala and Daniel Villalon: www.aqr.com/Insights/Research/W…nd-Trend-Strategies
Fact, Fiction, and the Size Effect by Tobias J. Moskowitz: www.aqr.com/Insights/Research/J…and-the-Size-Effect
