I am co-CIO of Alpha Architect, LLC, a factor-investing and research firm based in the suburbs of Philadelphia.
co-CIO and Managing Member
Alpha Architect, LLC
Description of Active Share and how this affects portfolio construction
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.
Background of Value investing approaches and research
Background of Momentum investing approaches and research, based on the book "Quantitative Momentum" co-authored with Wes Gray.
Background on trend-following factor