You can watch the video via the link below:

This week Ryan and I discuss two posts. First, we examine a guest post by Matthew Bartolini of State Street Global Advisors, discussing the underperformance of Value and its outlook for 2019. Second, we examine a guest post by Elisabetta on a recent JPM paper examining the effects that ETFs have had on Correlations, Liquidity, and Alpha Opportunities.

Paper Links:

  1. After a Lost Decade, Will Value Get its Grove Back in 2019?
  2. ETFs have NOT screwed up Correlations, Liquidity, and Alpha Opportunities

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