Dollar Weakness, Factor Portfolio Construction & Regression Noise | Alpha Architect Round Up

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Welcome to the Alpha Architect Roundup!

In this episode, we dive deep into:

Factor investing strategies – How much should you concentrate a portfolio?
Separate vs. combined factor funds – What’s the best approach?
Regression vs. characteristics – Which method is more effective?
Rebalancing factor portfolios – How frequently should you adjust?
U.S. dollar weakness – Should investors change their strategy?
Strategic Crypto Reserve?! What are the implications for investors?

Sources mentioned:

Blogs on factor concentration:
Value: https://alphaarchitect.com/how-portfo...
Momentum: https://alphaarchitect.com/how-portfo...

Blogs on silo vs. combined:
https://alphaarchitect.com/value-and-...
https://alphaarchitect.com/the-best-w...

Whether you’re a seasoned investor or just getting started, this video offers practical strategies and expert insights to help you navigate factor investing, market trends, and portfolio construction.

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Ryan Kirlin: https://x.com/RyanPKirlin
Jose Ordoñez Jr: https://x.com/JOrdonezJr

Timestamps:
00:00 - Intro
01:08 - U.S. Dollar Weakness – What’s Driving the Shift?
06:09 - Should Investors Adjust Portfolios Based on Dollar Movements?
09:19 - Strategic Crypto Reserve?! What Are the Implications?
15:02 - Factor Portfolio Concentration – How Much Is Too Much?
23:09 - Separate vs. Combined Factor Funds – Pros & Cons
28:39 - Rebalancing Frequency – What’s the Right Balance?
31:53 - Regression vs. Characteristics – Which method is more effective?
39:04 - Outro & Final Thoughts

Music License: VFX3P5IRW5LIFQAA
Disclosures:
https://www.alphaarchitect.com/disclo...