Jack Vogel | CFA Institute

Personal Details

Bio

I am co-CIO of Alpha Architect, LLC, a factor-investing and research firm based in the suburbs of Philadelphia.

Current position (1)

co-CIO and Managing Member

Alpha Architect, LLC

Degrees (1)

PhD in Finance and Masters in Mathematics

Drexel University

2006 to 2014

Presentations

Presentations (5)

Portfolio construction and Active Share

Description of Active Share and how this affects portfolio construction

Factor Investing and Failures

This talk goes through a history of Factor Investing, as well as the "failure" of some factors. It ends with a framework to determine what factors may work in the future.

Quantitative Value Research

Background of Value investing approaches and research

Quantitative Momentum Research

Background of Momentum investing approaches and research, based on the book "Quantitative Momentum" co-authored with Wes Gray.

Trend-following Research

Background on trend-following factor

All (2)
Videos (1)
Photos
Press information (1)

Alpha Architect

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Alpha Architect Website

Books & Articles (1)

Quantitative Momentum

Wiley,

2016