Factor Decay, August Volatility & Transaction Costs | Alpha Architect Round Up

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  • Опубліковано 22 лис 2024

КОМЕНТАРІ • 9

  • @rwasiakowski
    @rwasiakowski 3 місяці тому +1

    Excellent conversation & quality. Thank you.

  • @AchillesHR
    @AchillesHR 3 місяці тому +1

    I absolutely love the stuff you guys put out. Thank you so much.

    • @AlphaArchitect
      @AlphaArchitect  3 місяці тому +1

      @@AchillesHR Thank YOU for watching! No videos would happen if we didn't have an audience. - Jose

  • @tom6039
    @tom6039 3 місяці тому

    I’m really enjoying these videos. You should do them bi-weekly.

    • @AlphaArchitect
      @AlphaArchitect  3 місяці тому +1

      @@tom6039 Thanks for the idea! May be a challenge with the PhDs' schedules, but we'll keep this request in mind. - Jose

  • @tom6039
    @tom6039 2 місяці тому

    Is there any chance Dr. Gray could speak on a couple of future topics?
    1. Compare the strategy of his momentum ETF to competitor strategies.
    2. Expand on his findings regarding how market cap size is irrelevant in value strategies.
    He briefly brought both of these topics up on an old Meb Faber podcast but didn’t go into the details.

    • @AlphaArchitect
      @AlphaArchitect  2 місяці тому

      @@tom6039 Hey there. We are not able to touch on product-specifics on the podcast, but we'll touch on your second point during the next episode. Thanks for watching! - Jose

    • @tom6039
      @tom6039 2 місяці тому

      @@AlphaArchitect Are they able to say what they don’t like about a few competitor momentum funds?