Podcast: Momentum in Theory, Momentum in Practice (Jack)

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Podcast: Momentum in Theory, Momentum in Practice (Jack)

By |2018-06-27T09:41:51+00:00June 29th, 2018|Momentum Investing Research, Podcasts|0 Comments

Here is a link to our podcast on Flirting with Models.

Today I am speaking with Jack Vogel, co-CIO of boutique ETF issuer Alpha Architect.

I’ve known Jack for some time now and was particularly excited to bring him on the show for two reasons. The first, which you will quickly learn in the episode, is his near encyclopedic knowledge of investing literature. I’ve met few investors who have both the breadth and depth of recall that he does for both academic and practitioner studies.

The second was because he helps manage a momentum strategy.

Almost every investor has, at one time or another, at least perused the pages of Graham’s Intelligent Investor and value investing is considered by most to be as wholesome as Warren Buffett drinking a Coca-Cola while eating apple pie.

Momentum, on the other hand, is often disregarded as performance chasing nonsense, with little foundation in the realm of real investing. Yet, as you’ll find in our conversation, deep care and thought goes into both understanding the anomaly itself and constructing a portfolio that can efficiently attempt to capture it.

I hope you enjoy my conversation with Jack Vogel.

You can listen to the podcast via the link below:


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About the Author:

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.

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