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    • Review Our ETFs
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  • Tools
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    • Other Tools
      • Fund Screens
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      • Active Share Screens
      • Factor Anomaly Tool
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  • Events
    • Overview
    • March for the Fallen
    • Democratize Quant
  • Research
    • Blog
    • White Papers
    • Academic Research Article
    • Books
    • Research Archive
    • Podcasts & Video
    • Subscribe
    • Start Here
  • About
    • Firm
    • Team
  • Strategies
    • Overview
    • Long-Only
      • Quantitative Value
      • Quantitative Mom
    • Alternatives
      • Global Value Momentum Trend
      • Managed Futures
    • Asset Allocation
    • 1042 QRP Solutions
    • Custom Solutions
    • SMA Performance
  • Start Here
  • ETFs
    • Review Our ETFs
    • Start an ETF
  • Tools
    • Overview
    • Portfolio Architect
    • Factor Backtests
    • Visual Value Factors
    • Index Info
    • Trend Signals
    • Other Tools
      • Fund Screens
      • Stock Screens
      • Active Share Screens
      • Factor Anomaly Tool
      • Unemployment Tool
  • Events
    • Overview
    • March for the Fallen
    • Democratize Quant
  • Research
    • Blog
    • White Papers
    • Academic Research Article
    • Books
    • Research Archive
    • Podcasts & Video
    • Subscribe
    • Start Here
  • About
    • Firm
    • Team
  • Strategies
    • Overview
    • Long-Only
      • Quantitative Value
      • Quantitative Mom
    • Alternatives
      • Global Value Momentum Trend
      • Managed Futures
    • Asset Allocation
    • 1042 QRP Solutions
    • Custom Solutions
    • SMA Performance

White Papers

Avoiding the Big Drawdown with Trend-Following Investment Strategies

By Wesley Gray, PhD|August 13th, 2015|

From the Frontlines to Finance: How the Marines Shaped Our Investment Philosophy

By Wesley Gray, PhD|May 25th, 2015|

Tactical Asset Allocation: Beware of Geeks Bearing Formulas

By Wesley Gray, PhD|May 19th, 2015|

How to Combine Value and Momentum Investing Strategies

By Jack Vogel, PhD|March 26th, 2015|

Distribution Economics: Understanding Wall Street’s Conflict of Interest Problem

By Wesley Gray, PhD|March 11th, 2015|

An Introduction to Investing and How to Use Our Site

By Wesley Gray, PhD|January 3rd, 2015|

Understanding How ETFs Trade in the Secondary Market

By Wesley Gray, PhD|December 3rd, 2014|

The Robust Asset Allocation (RAA) Index

By Wesley Gray, PhD|December 2nd, 2014|

Mission Impossible: Beating the Market Forever

By Wesley Gray, PhD|November 18th, 2014|

Low-Volatility Investing: Avoid High Beta Stocks. Period.

By Wesley Gray, PhD|October 9th, 2014|

The Quantitative Value Investing Philosophy

By Wesley Gray, PhD|October 7th, 2014|

A Framework for Investment Manager Selection: Stick to the FACTS

By Wesley Gray, PhD|September 16th, 2014|

Our Value Proposition: Affordable Alpha

By Wesley Gray, PhD|September 16th, 2014|

A Simulation Study on Simple Moving Average Rules

By Wesley Gray, PhD|July 28th, 2014|

Momentum Investing: Ride Winners and Cut Losers. Period.

By Wesley Gray, PhD|July 16th, 2014|

  • We talk about return forecasting in this blog, which derives input from graphs such as these.

How to Build Expected Return Forecasting Models

By Wesley Gray, PhD|July 14th, 2014|

  • This graph compares CAGRs in order to compare cheap vs expensive stocks.

Value Investing: Never Buy Expensive Stocks. Period.

By Wesley Gray, PhD|July 1st, 2014|

Behavioral Finance and Investing: Are you Trying Too Hard?

By Wesley Gray, PhD|May 13th, 2014|

Why ETFs are more tax-efficient than mutual funds

By Wesley Gray, PhD|April 1st, 2014|

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