Roaring Kitty, Factor Concentration And Investing Conviction | June 2024 Round Up

The Alpha Architect Round Up

Submit your questions! Email: [e-mail] For more educational resources, check out the Alpha Architect blog. https://www.alphaarchitect.com/subscribe 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 Roaring Kitty and market sentiment, factor concentration vs. diversification, taxable investing, managed futures, emerging markets, asset class rotation, risk parity and much more! 0:00 - Intro 0:44- Roaring Kitty is Back! 5:20 - Investor FOMO & Momentum 10:17 - Factor Concentration 18:00 - Taxable Investing 20:01 - Managed Futures & Emerging Markets 30:30 - Asset Class Rotation 34:23 - 🐓 35:00 - Risk Parity 39:32 - Outro Resources Mentioned: Turan G. Bali, Nusret Cakici, and Robert F. Whitelaw, "Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns" Journal of Financial Economics (2011) https://pages.stern.nyu.edu/~rwhitela/papers/max%20jfe11.pdf Frog-in-the-Pan Momentum Investing with Jack Vogel: https://www.youtube.com/watch?v=n2y5oZZlZoA&t=0s Disclosures: https://alphaarchitect.com/disclosures.