How to Start an ETF with Meb, Patrick, and Wes
Here is a link to our recent chat on The Meb Faber Show regarding the details on how to start an etf: This topic is up your alley, feel free to go back and listen [...]
Advisor Analyst Podcast: Wes Discusses Concentrated Factor Investing
Our chat with Wes Gray illuminates the subtle nuance and discipline of concentrated factor investing, the difference between behavioural and risk-based factor premiums, and the pros and cons of active management over passive and index-based [...]
The ETF Store: Nate/Wes Discuss Value, Momentum, and Launching ETFs
Wes Gray, CEO of Alpha Architect, talks about the value rotation, momentum stocks, the ETF white-labeling business, and more with Nate Geraci. External link to the podcast here. https://open.spotify.com/show/4FTkbBgTiC1AFJgMmtwKX3?si=q7UbCIYfSjmDAPa7dL5DkQ
RealVision: Tony/Wes Discuss Investment Philosophy & ETF Operations
Tony Greer, the founder of TG Macro, is joined by Wes Gray, CEO of Alpha Architect, a research-intensive asset management firm with a focus on high-conviction value and momentum factor exposures. They break down the [...]
Meb Faber Podcast: Doug Discusses 1042 QRP and ESOP Transactions
Doug Pugliese, the head of our 1042 QRP business, was recently invited on the Meb Faber Podcast to discuss the ESOP landscape and the costs and benefits of 1042 QRP transactions. (article on the topic [...]
Excess Returns Podcast: Jack discussing Momentum and Trend
I was recently invited on the Excess Returns podcast with Justin Carbonneau and Jack Forehand. We discussed Momentum and Trend-following. Commentary/Links: In the conversation, I mentioned a post titled "Factor Investing and Trading [...]
Excess Returns Podcast: Systematic Value Investing (Wes)
Recently I was invited to talk with Justin and Jack on the Excess Returns Podcast. I thank them for the opportunity and enjoyed the conversation! Below are some of the topics we discussed: Struggles in [...]
Smart(er) Investing – The Easy Way
Most of the time we make you "earn your education" by reading our posts to build up your knowledge of the latest and greatest academic research concepts. That said, we understand there are different ways [...]
Compound Your Knowledge Ep 29: What’s the Story Behind EBIT/TEV?
This week we discuss Ryan's article examining the Enterprise Multiple, EBIT/TEV, or Earnings Before Interest and Taxes (EBIT) divided by the firm's Total Enterprise Value (TEV). Article Links: What's the Story Behind EBIT/TEV [...]
How to Compute Active Share
In the short video below, I show how to compute Active Share. The accompanying excel file with the formulas can be found here. I start by computing the active share for two hypothetical funds, and [...]
Compound Your Knowledge Ep 28: Bond ETF discussion with Jon Seed
In mid-February, prior to the market craziness, Jon Seed posted an article on our site titled: “Price”, ETFs, and Bond Market Liquidity. This was a prescient article, as it highlighted some of the issues with [...]
Compound Your Knowledge Ep 27: Value, Momentum, and Low Volatility
In this video, we examine two articles highlighted on our site. The first article, written by Larry Swedroe, examines the Value and Momentum performance over the past two years ( highlighting great research by the [...]
Compound Your Knowledge Ep 26: Bond Mutual Funds and ETFs
Last week, there were some pretty big dislocations between bond mutual funds and ETFs. I picked one specific example I found interesting, comparing the Vanguard high-yield muni bond mutual fund to two high-yield muni bond [...]
Compound Your Knowledge Ep 25: Big vs. Small firms, and the case against REITs
In this week's video, we discuss two articles examining (1) the performance gap between large and small firms and (2) the case against REITs. Article Links: The Gap Between Large and Small Companies [...]
Compound Your Knowledge Ep 24: Enterprise Multiples, Asset Allocation & Factor Models
In this week's video, we discuss two articles examining (1) why Enterprise Multiples explain stock returns and (2) Asset allocation (and factor allocation). Article Links: Why Do Enterprise Multiples Predict Expected Stock Returns?Asset [...]
Compound Your Knowledge Ep 23: Value, the ETF Rule & Free Trading
In this week's post, we discuss two articles examining (1) the relative underperformance of Value compared to Growth and (2) the new ETF rule and commission-free trading. Article Links: The Massive Performance Divergence [...]
Compound Your Knowledge Ep 22: 2019 Factor Performance
In this week's post, we discuss two articles examining the 2019 Factor Performance in (1) the U.S. stock market and (2) the International stock market. Article Links: Factor Investing Update: An Analysis of [...]
Compound Your Knowledge Ep 21: Christmas Special
In today's episode, we had Wes join the show and decided to have Wes and myself answer questions from Ryan on two research summaries we each wrote this year. One summary was original content, and [...]
The Investor’s Podcast: Factor Investing (Jack)
Recently I was invited to talk with Stig and Preston on The Investor's Podcast. I thank them for the opportunity and enjoyed the conversation! Below are some of the topics we discussed: What is factor [...]
Quantitative Investing: The Solution to Human Bias (Wes Gray)
Here is a link to our podcast on "Rational Reminder": Today we are joined by Wesley Gray who is the CEO of Alpha Architect, a firm in the US that specializes in concentrated factor strategies. [...]