Submit your questions! Email: [email protected]

For more educational resources, check out the Alpha Architect blog.

https://www.alphaarchitect.com/subscribe

Follow us on X:

Wes Gray, PhD: https://x.com/alphaarchitect

Jack Vogel, PhD: https://x.com/jvogs02

Ryan Kirlin: https://x.com/RyanPKirlin

Jose Ordoñez Jr: https://x.com/JOrdonezJr

Jack's paper "Long Only Value Investing: Does Size Matter?": https://alphaarchitect.com/wp-content/uploads/2022/11/AA-JBISFactorInvesting22LongOnlyValueInvesting.pdf

St. Petersburg momentum blog: https://alphaarchitect.com/2019/04/momentum-factor-investing-in-russia/

Welcome to the Alpha Architect Round Up. Every month the Alpha Architect crew gets together and talks financial trends and news with an evidence-based outlook. In this episode, we'll touch on multi factor portfolio construction, and how a sequential approach differs from a joint screening process. Additionally, we answer listener questions regarding commodities exposures vs. managed futures, factor reliability and EBIT-to-TEV multiples.

0:00 - Intro

1:07 - Joint Multifactor Screens vs. Sequential

14:52 - Commodities vs. Managed Futures

21:37 - Are Factors Noise?

28:27 - EBIT-to-TEV vs. Earnings-to-TEV

30:50 - Outro

Disclosures: https://alphaarchitect.com/disclosures.