Hfs research public [search 0]
×
Best hfs research podcasts we could find (Updated October 2019)
Info
Join millions of Player FM users today to get news and insights whenever you like, even when you're offline. Podcast smarter with the free podcast app that refuses to compromise. Let's play!
Join the world's best podcast app to manage your favorite shows online and play them offline on our Android and iOS apps. It's free and easy!
More
show episodes
 
Podcast by HfS Research
 
D
Democratize Quant
Monthly+
 
The Alpha Architect mission is to empower investors through education, and our Compound Your Knowledge podcast is meant to be an educational journey that slowly builds confidence in one’s own ability to understand financial concepts and financial research. We believe an educated investor is a sustainable investor, which is critical for the success of any long-horizon active investor. As Ben Franklin is reputed to have said, “An investment in knowledge pays the best interest.”
 
Loading …
show series
 
In this week’s post, we discuss two articles. The first article examines the financial performance of collectibles, such as Cars, Wine, and Art. The second article examines PMI and its impact on factor performance.Research on the Financial Performance of Collectibleshttps://alphaarchitect.com/2019/07/22/research-on-the-financial-performance-of- ...…
 
Value Investing & Concentrationhttps://alphaarchitect.com/2019/07/18/value-investing-concentration/Strategies to Reduce Crash Risk in Stockshttps://alphaarchitect.com/2019/07/16/strategies-to-reduce-crash-risk-in-stocks/By Compound Your Knowledge with Alpha Architect.
 
In this week’s post, we discuss four articles. The size, written by the folks at AQR, is titled “Fact, Fiction, and the Size Effect” and is a deep dive into the Size effect–I highly recommend everyone read the underlying paper as well. The second article examines the baseline historical facts of market sell-offs, both within the U.S. and other ...…
 
We hope everyone had a nice 4th of July weekend!In this week’s post, we discuss one paper, titled “Buyback Derangement Syndrome.” The paper was summarized on our site by Tommi, and the paper was written by Clifford Asness, Todd Hazelkorn, and Scott Richardson, all of AQR.Debunking Myths About Stock Buybackshttps://alphaarchitect.com/2019/07/01/ ...…
 
In this week’s post, we discuss three papers. The first post, written by Wes, covers a deep-dive into trend-following on equities. The second post, written by Andrew Miller, examines Large-Cap Value portfolios. The last post, written by Larry Swedroe, examines Active Management.Trend Following: The Epitome of No Pain, No Gainhttps://alphaarchit ...…
 
This week Ryan and Jack discuss two topics. First, they discuss a paper examining the performance of bank affiliated mutual funds. Second, they examine a post by Larry Swedroe on diversification.Paper Links:Do Bank Affiliated Funds Underperform Affiliated Funds?https://alphaarchitect.com/2018/10/29/do-bank-affiliated-funds-underperform-unaffili ...…
 
Today, Ryan and Jack discuss three topics discussed on Alpha Architect's blog over the past two weeks. First, they discuss a post by Wes, discussing the benefits and pitfalls of portfolio diversification. Second, they discuss a new working paper which questions how the Investment CAPM can price momentum. Last, they discuss a guest post by Larry ...…
 
In this week’s post, I discuss three papers. The first examines a new factor, the Cash Conversion Cycle–while most are discounting factors in the new “Factor Zoo” world, this is definitely an interesting factor to examine. Second, I briefly summarize Larry Swedroe’s paper on Risk versus Uncertainty, and how one can build alternative portfolios ...…
 
In today’s video, we examine three posts. First, we examine ESOPs and 1042 QRP (qualified replacement property) with Doug Pugliese. Second, we examine a guest post by Nicolas Rabener examining Value, Momentum and Carry over the past 10 years. Last, we examine a guest post by Elisabetta discussing a new paper on rankings/incentives.1042 QRP: How ...…
 
This week Ryan and Jack have a discussion on three topics. First, they discuss ETF tax efficiency based on the findings in a new paper by the RAFI team. Second, they discuss the profitability factor as Larry Swedroe highlights a new paper on international evidence. Third, they discuss Jack's article on how one should benchmark a trend following ...…
 
In this week’s episode, we cover four articles published on our site. The first article, written by Ryan, examines the growth in assets of ETFs and Mutual Funds. The second article, summarized by Elisabetta, examines the performance of funds by differentiating the fund’s manager on his/her family wealth. The third article, written by Maneesh Sh ...…
 
In today’s video, we examine three posts. First, we examine Larry Swedroe’s rebuttal to the “failure” of factor investing. Second, we examine a paper examining the performance of the Size and Value factors in China. Last, we examine a fun and light-hearted post by Doug on EBITDA.Article Links:“The Failure of Factor Investing was Predictable”htt ...…
 
This week Ryan and Jack discuss two editorials on machine learning and its impact and use within Research. The first paper is an Editorial by Rob Arnott, Cam Harvey, and Harry Markowitz discussing, in their opinion, proper protocols for research (back-testing) in the era of machine learning. The Second paper, summarized by Elisabetta, is by Jos ...…
 
In this week’s post, I discuss four papers. The first paper, summarized by Tommi and written by Tarun Gupta and Bryan Kelly (AQR), examines the momentum of (L/S) factors. The second article, written by Larry Swedroe, asks the following: “The Re-Death of Value, or Déjà Vu All Over?” The third article is a guest post by Robinson Crawford, who giv ...…
 
In this week’s video, we discuss three posts. The first post discusses the new index analysis section on our site. The second post, written by Tommi, uses Hedge Funds’ past performance to identify if one can predict future Hedge Fund performance. The last post discusses Wes’ video examining an older article–Factor Investing is Simple, but Not E ...…
 
This week Ryan and Jack discuss three topics. First, they examine the returns to U.S. stock broken down by (1) size and (2) factors (mega-cap stocks were the place to invest over the last 5 years!). Second, they examine a post by Adam Tkaczuk on Opportunity Zones–a must read for those with low basis securities. Third, they examine a post by Tom ...…
 
Welcome to the newly re-titled weekly video, Compound Your Knowledge. In today’s video, we examine three posts. First, we examine a simple analysis of 2018 Factor portfolio returns. Second, we examine a guest post by Jon Seed examining Warren’s put options, and how they are different than most investors put options. Last, we examine a guest pos ...…
 
In this week’s post, we discuss two posts. The first post, written by Elisabetta, examines a new method attempting to directly measure aggregate investor overconfidence. The second post, written by Larry Swedroe, examines issues that plague Factor Investing.Article Links:Aggregate Investor Confidence in the Stock Markethttps://alphaarchitect.co ...…
 
This week Ryan and I discuss two topics. First, we examine a paper titled, “The Misguided Beliefs of Financial Advisers”, which examines if financial advisors are conflicted, or simply misguided. Second, we examine a post on the Unobservable Global Market Portfolio.A Proxy for the Unobservable Global Market Portfoliohttps://alphaarchitect.com/2 ...…
 
In today’s video, we examine three articles from last week. The first article, written by Larry Swedroe, examines the Momentum of News. The second article, written by Wes, examines an out-of-sample test on Momentum by looking at Russian stocks in the 19th century. The third article, written by Tommi, examines the impacts that short sellers have ...…
 
In this week’s video, we examine four articles. The first article, written by Elisabetta, examines a trading strategy on bonds (duration) using news sentiment. The second article, written by Larry Swedroe, examines two papers using volatility targeting to improve risk-adjusted returns. The third article, also written by Larry Swedroe, examines ...…
 
In this week’s video, we examine three articles. The first article, written by Adam Tkaczuk, covers a method to make an opportunity zone (equity) investment behave more like a bond. The second article, written by Larry Swedroe, examines the future performance of past winning & loser funds. The third article, written by Tommi, examines an invest ...…
 
In today’s video, we examine two posts from last week. First, we examine Wes’ post on the Size factor. Second, we examine a paper by Tommi examining the distribution of Size and Value returns over various time horizons.Article Links:Is There a Size Effect in the Stock Market?https://alphaarchitect.com/2019/02/14/is-there-a-size-effect-in-the-st ...…
 
In this week’s video, we examine four articles. The first article, written by Elisabetta, examines a trading strategy on bonds (duration) using news sentiment. The second article, written by Larry Swedroe, examines two papers using volatility targeting to improve risk-adjusted returns. The third article, also written by Larry Swedroe, examines ...…
 
The Alpha Architect mission is to empower investors through education, and our Weekly Research Recap is meant to be an educational journey that slowly builds confidence in one’s own ability to understand financial concepts and financial research. We believe an educated investor is a sustainable investor, which is critical for the success of any ...…
 
This week Ryan and Jack discuss several important topics. First, they discuss the tracking error associated with trend-following strategies. Second, they chat about a paper by researchers from Goldman Sachs, “Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending.”Paper Links:How large is the tracking error create ...…
 
In today’s video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy’s responses, on “how” to build a trend-following model. The third article by Elisabetta examines the performance of ...…
 
In this week’s episode, we cover two articles. The first article, summarized by Tommi, examines the performance of tax-managed factor strategies. The second article examines the performance of systematically purchasing stocks trading above 10x their sales (revenue).Tax-Managed Factor Strategieshttps://alphaarchitect.com/2019/05/06/tax-managed-f ...…
 
This week Ryan and I discuss three posts. First, we examine a guest post titled, “Trend Following on Steroids,” which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. Last, we examine a post by Tommi on an AQR paper regardin ...…
 
This week Ryan and Jack discuss two posts. First, they examine a guest post by Matthew Bartolini of State Street Global Advisors, discussing the underperformance of Value and its outlook for 2019. Second, they examine a guest post by Elisabetta on a recent JPM paper examining the effects that ETFs have had on Correlations, Liquidity, and Alpha ...…
 
Last week’s video (slightly delayed) involves interviews of three guests of Alpha Architect. The first guest is Adam Butler of Resolve Asset Management. We discuss Resolve’s portfolios and I ask Adam a tough question–if you can only pick one asset class and one rule to use for investments, what would it be? Our second guest (14-minute mark) is ...…
 
Ryan and Jack discuss three articles published on our blog this week. First, they examine a paper by Linda Zhang investigating the volatility of leveraged ETFs. Second, they discuss an article (and corresponding video and PPT slides from Wes) examining stock momentum strategies. The talk is titled "Momentum Investing, Simple, but not Easy". Las ...…
 
Ryan Kirlin and Dr. Jack Vogel discuss three articles published on our blog this week. First, we examine a summary by Larry Swedroe that highlights the Betting Against Beta (BAB) factor and dives into two new papers examining when the BAB factor performs well. Second, we discuss a paper titled “The Conservative Formula: Quantitative Investing M ...…
 
https://alphaarchitect.com/2017/02/03/factor-models-are-more-art-and-less-science/By Compound Your Knowledge with Alpha Architect.
 
In this episode of Behind the Markets Podcast hosts Jeremy Schwartz and Wes Gray talk high frequency trading, cryptocurrency, & the future of investing with new tech. Also check out the video below of our guest Dave blowing up a bridge which he mentions at the start of our interview!By Compound Your Knowledge with Alpha Architect.
 
In this edition of the HfS Podcast-as-a-Service, we talk with Christine Ferrusi-Ross, author of the 2016 HfS Blueprint Guide to Emerging Blockchain Services In BFSI. Christine discusses the evaluation of the market for blockchain services and the offerings of some early explorer service providers. Plus, she shares what’s available today and whe ...…
 
In this edition, we go live to the Ritz-Carlton in White Plains, NY, where HfS held Cognition from September 14 – 16.The event featured a broad discussion of the future of services—including Intelligent Automation, Digital Trust, the As-a-Service Economy, Design Thinking, and Digital. An enviable roster of thought leaders filled the room, eager ...…
 
In this edition, we feature a conversation between HfS CEO and Chief Analyst, Phil Fersht and Gajen Kandiah--executive Vice president for business process services and digital works at Cognizant.In March and April of 2016, with input from the Cognizant Center for the Future of Work and the Cognizant BPS practice HfS Research surveyed more than ...…
 
It is an understatement to say the Oil & Gas industry is dealing with a tremendous amount of turmoil and change. This leads to changing needs and requirements when it comes to IT, business process and engineering services.In this HfS Podcast-As-a-Service, we chat with Derk Erbé, author of the HfS Blueprint report that looks at the services prov ...…
 
The 2016 HfS Population Health and Care Management Blueprint Report covers themes in Business Process Services, focusing on Business Process Outsourcing and Business Process As-a-Service as well as an analysis of 10 service providers in this industry. It’s about how clients and service providers are using automation, analytics, and BPaaS busine ...…
 
?The 2016 HfS ServiceNow Services Blueprint Report continues our theme of looking at the services sets around the planning, implementation, management and operations of leading Software-As-a-Service platforms. The scope is exclusively focused on services and NOT technology, functions and features.By HfS Research.
 
On this edition, we talk with Phil Fersht about new research from HfS that shows the true impact of automation on job creation and elimination in the global IT services and BPO industry.By HfS Research.
 
We talk with HfS EVP Jamie Snowdon about the leading Business Process Outsourcing suppliers by revenue, giving the HfS view of the Top 50 providers globally.By HfS Research.
 
On Episode 2 of The HfS Podcast As-a-Service, we head out on location to the St. Regis Hotel, where HfS held Vision 2020 for Intelligent Operations on May 26 and 27.Today, we feature HfS CEO and Chief Analyst, Phil Fersht, looking at The State of the As-a-Service Economy and Intelligent Operations.By HfS Research.
 
On Episode 1 of The HfS Podcast As-a-Service, we head out on location to the St. Regis Hotel, where HfS held Vision 2020 for Intelligent Operations on May 26 and 27.We’re featuring Fred McClimans, Research Vice President, Security. Fred delivered a talk, entitled Intelligent Security: Transforming Cyber Risks into Digital Trust. A bit later, Ch ...…
 
Google login Twitter login Classic login