Weekly Recap from Alpha Architect for 11/11/2022

Weekly Recap from Alpha Architect for 11/11/2022

This week we talk about:

Why advisors (and family offices) should consider creating their own ETFs

Value and momentum are confirmed as robust anomalies

Market risk and speculative factors

Have you met with us yet?

If you are a financial advisor, family office, or institutional investor, please consider our Portfolio Review. This is a free, forensic deep dive into your portfolio.

You will understand how efficiently you are investing for your clients and with this knowledge, gain a more logical way to talk about how you invest. Hit me on DM to set up a time.

Of Bronze and Blue

By Luke Larson

The Role of the Secular Decline in Interest Rates in Asset Pricing Anomalies

By Larry Swedroe

Global Factor Performance: November 2022

By Wesley Gray, PhD


The Cross Section of Stock Returns Pre-CRSP data: Value and Momentum are confirmed as robust anomalies

By Elisabetta Basilico, PhD, CFA


Recent Articles:

Why Advisors (and Family Offices) Should Consider Creating their Own ETFs


What We Do?

We are a?research-intensive?asset management firm with a focus on?high-conviction?factor exposures. More broadly, we seek to deliver “Affordable Alpha.”

Who We Are?

Alpha Architect empowers investors through education. We believe in transparency, systematic evidence-based decision making, and forming win-win client relationships.

Click here?to learn more about us.

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Our White Papers

Our firm mission is dedicated to investor education and we often highlight and discuss hypothetical results associated with our own research and/or the research of others. We rarely (if ever)?discuss live performance on the “blog” area of our website, so the reader should?assume that anything they read on the “blog” is hypothetical and subject to all the disclaimers below. We ask that you use your common sense when reviewing and interpreting research findings that use hypothetical results or live performance results. Clearly, there has never been a backtest published that wasn’t “good” and?even live track records?are subject to survivor bias. We must account for this intense selection bias when reviewing materials. See?here for an article?on this subject.

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Full disclosures here.

Alpha Architect is a registered investment advisor. More information about the advisor, including its Form ADV Part 2, investment strategies, and investment objectives, are available by visiting?AlphaArchitect.com.

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