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 [...]
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 [...]
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 [...]
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 [...]
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. [...]
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). [...]
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 [...]
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. [...]
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 [...]
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 [...]
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 [...]
System Trader Podcast (Jack Vogel)
Here is a link to the podcast on Jacek Lampert's System Trader Show. On the podcast, we discuss a few topics (among others): Market Anomalies [...]
ETFs vs Mutual Funds: Who wins? Investors. (Ryan Kirlin)
Here is a link to our podcast on Taylor Schulte's "Stay Wealthy" show. Without question, you have heard of Exchange Traded Funds, also commonly referred [...]
ESG Investing: Marketing or Substance? (Ryan Kirlin)
Here is a link to our podcast on "The ETF Prime Podcast": ETF.com’s Drew Voros offers his perspective on ESG investing, including highlighting the example of [...]
Compound Your Knowledge Ep 20: Collectibles and PMI (and Factors)
In this week's post, we discuss two articles. The first article examines the financial performance of collectibles, such as Cars, Wine, and Art. The second [...]
Compound Your Knowledge Ep 19: Value Concentration and Portfolio Protection
In this week's post, we discuss three articles. The first article examines the effect of concentration (i.e. how many stocks does one own) within a [...]
Compound Your Knowledge Ep 18: Size, Mom, Sell-Offs, & R Code
In this week's post, we discuss four articles. The size, written by the folks at AQR, is titled "Fact, Fiction, and the Size Effect" and [...]
Bogleheads on Investing Podcast (Wes Gray)
Here is a link to our podcast on "The Bogleheads on Investing Podcast": Dr. Wesley R. "Wes" Gray is my guest in Episode 9, and [...]
Living with Money Podcast (Wes Gray)
Here is a link to our podcast on "The Living with Money Podcast": In Ep. 73, Tim talks with CEO of Alpha Architect – Wes [...]
Compound Your Knowledge Ep. 17: Stock Buyback Myths
We hope everyone had a nice 4th of July weekend! In this week's post, we discuss one paper, titled "Buyback Derangement Syndrome." The paper was [...]