Tracking Error Pain, Dividend Investing & AI | July 2024 Round Up

The Alpha Architect Round Up

Submit your questions! Email: [e-mail] For more educational resources, check out the Alpha Architect blog. www.alphaarchitect.com/subscribe Long-Only Value Investing: Does Size Matter? by Jack Vogel: alphaarchitect.com/wp-content/uplo…ueInvesting.pdf Should You Combine Value and Momentum? with Ryan Kirlin: www.youtube.com/watch?v=IwrYP1AaSF0 Follow us on X: Wes Gray, PhD: x.com/alphaarchitect Jack Vogel, PhD: x.com/jvogs02 Ryan Kirlin: x.com/RyanPKirlin Jose Ordoñez Jr: 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 tracking error pain, personal finance topics such as home ownership and home ownership, as well as investing opportunities in crypto, dividend, covered calls ETFs and AI. Lastly, we answer questions about trend following, tail hedging and the size premium. 0:00 - Intro 0:32 - Tracking Error Pain 12:42 - Crypto 16:33 - Home Ownership in Today's Market 19:18 - Work From Home 23:45 - Budgeting 28:47 - Dividend Investing 32:28 - Covered Calls 34:16 - AI 42:14 - Is Trend Following a Risk Premium? 45:10 - Is Tail Hedging Rational? 47:48 - Does Size Matter? 50:55 - Outro Resources Mentioned: Tail Risk Hedging: Contrasting Put and Trend Strategies by Anti Ilmanen, Ashwin Thapar, Harsha Tummala and Daniel Villalon: www.aqr.com/Insights/Research/W…nd-Trend-Strategies Fact, Fiction, and the Size Effect by Tobias J. Moskowitz: www.aqr.com/Insights/Research/J…and-the-Size-Effect