Ryan and Jack discuss three articles published on our blog this week. First, they examine a paper by Linda Zhang investigating the volatility of leveraged ETFs. Second, they discuss an article (and corresponding video and PPT slides from Wes) examining stock momentum strategies. The talk is titled "Momentum Investing, Simple, but not Easy". Last, they examine an article by Aaron Brask examining the value of retirement accounts--this article, along with the prior one, is a must read for those interested in better understanding the benefits of retirement accounts.
Links to the post are below for those interested in digging into the details!
Video Links/Notes:
Leveraged ETFs and Volatility Jumps:
https://alphaarchitect.com/2018/09/17/leveraged-etfs-and-volatility-jumps/
Momentum Investing, Like Value Investing, is Simple, but NOT Easy:
https://alphaarchitect.com/2018/09/18/momentum-investing-like-value-investing-is-simple-but-not-easy/
Illustrating the Value of Retirement Accounts:
https://alphaarchitect.com/2018/09/19/illustrating-the-value-of-retirement-accounts/
Past related article by Aaron:
https://alphaarchitect.com/2018/04/19/quantifying-value-retirement-accounts/