You can watch the video via the link below:

This week Ryan and I have a discussion on three topics. First, we discuss ETF tax efficiency based on the findings in a new paper by the RAFI team. Second, we discuss the profitability factor as Larry Swedroe highlights a new paper on international evidence. Third, we discuss my article on how one should benchmark a trend following strategy.

Paper Links:

  1. Can Your Alpha Cover the Tax Bill? Pro-Tip: The ETF Wrapper May Help.
  2. The Profitability Factor: International Evidence
  3. What is the correct benchmark for trend following?

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