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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. This month we talk about Roaring Kitty and market sentiment, factor concentration vs. diversification, taxable investing, managed futures, emerging markets, asset class rotation, risk parity and much more!

0:00 - Intro

0:44- Roaring Kitty is Back!

5:20 - Investor FOMO & Momentum

10:17 - Factor Concentration

18:00 - Taxable Investing

20:01 - Managed Futures & Emerging Markets

30:30 - Asset Class Rotation

34:23 - 🐓

35:00 - Risk Parity

39:32 - Outro

Resources Mentioned:

Turan G. Bali, Nusret Cakici, and Robert F. Whitelaw,

"Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns"

Journal of Financial Economics (2011)

https://pages.stern.nyu.edu/~rwhitela/papers/max%20jfe11.pdf

Frog-in-the-Pan Momentum Investing with Jack Vogel: https://www.youtube.com/watch?v=n2y5oZZlZoA&t=0s

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