Submit your questions! Email: [email protected]

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

https://www.alphaarchitect.com/subscribe

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

Should You Combine Value and Momentum? with Ryan Kirlin: https://www.youtube.com/watch?v=IwrYP1AaSF0

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

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 tracking error pain, personal finance topics such as home ownership and home ownership, as well as investing opportunities in crypto, dividend, covered calls ETFs and AI. Lastly, we answer questions about trend following, tail hedging and the size premium.

0:00 - Intro

0:32 - Tracking Error Pain

12:42 - Crypto

16:33 - Home Ownership in Today's Market

19:18 - Work From Home

23:45 - Budgeting

28:47 - Dividend Investing

32:28 - Covered Calls

34:16 - AI

42:14 - Is Trend Following a Risk Premium?

45:10 - Is Tail Hedging Rational?

47:48 - Does Size Matter?

50:55 - Outro

Resources Mentioned:

Tail Risk Hedging: Contrasting Put and Trend Strategies by Anti Ilmanen, Ashwin Thapar, Harsha Tummala and Daniel Villalon: https://www.aqr.com/Insights/Research/White-Papers/Tail-Risk-Hedging-Contrasting-Put-and-Trend-Strategies

Fact, Fiction, and the Size Effect by Tobias J. Moskowitz: https://www.aqr.com/Insights/Research/Journal-Article/Fact-Fiction-and-the-Size-Effect